+1,827.7%
ITUB vs BG
+919.8%
+907.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +2.6% | +10.3% | -7.7% | -2.4% |
| 3M | +8.4% | -1.9% | +10.3% | +8.3% |
| 6M | -0.5% | +5.2% | -5.8% | -4.8% |
| YTD | +15.3% | +41.2% | -25.9% | -4.3% |
| 1Y | +28.7% | +50.5% | -21.8% | +2.4% |
| 3Y | +118.7% | +19.9% | +98.8% | +88.3% |
| 5Y | +182.7% | +86.7% | +96.0% | +85.7% |
| 10Y | +207.6% | +167.5% | +40.1% | +51.8% |
| All | +1,827.7% | +919.8% | +907.9% | +707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling