+186.2%
ITUB vs BG
+81.8%
+104.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +2.2% | +3.1% | -0.9% | +1.4% |
| 30D | +12.6% | +10.2% | +2.4% | +9.8% |
| 3M | +6.4% | -1.7% | +8.1% | +6.5% |
| 6M | +0.6% | +1.0% | -0.4% | -0.4% |
| YTD | +18.8% | +39.9% | -21.1% | +7.7% |
| 1Y | +31.0% | +53.2% | -22.2% | +15.3% |
| 3Y | +118.1% | +16.3% | +101.8% | +104.9% |
| All | +186.2% | +81.8% | +104.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling