+230.7%
ITUB vs BBAI
-70.8%
+301.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | -1.0% | +9.3% | +8.3% |
| 30D | +4.7% | -10.7% | +15.4% | +4.8% |
| 3M | +13.0% | -32.3% | +45.3% | +13.5% |
| 6M | +4.2% | -31.3% | +35.5% | +4.5% |
| YTD | +18.6% | -45.9% | +64.5% | +19.2% |
| 1Y | +31.3% | -40.0% | +71.3% | +31.7% |
| 3Y | +124.9% | +72.8% | +52.1% | +121.9% |
| 5Y | +195.6% | -70.4% | +266.0% | +198.9% |
| All | +230.7% | -70.8% | +301.5% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling