+208.2%
ITUB vs BNS
+188.9%
+19.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +12.6% | +3.5% | +9.2% | +9.3% |
| 3M | +6.4% | +14.1% | -7.7% | -5.0% |
| 6M | +0.6% | +33.8% | -33.2% | -21.0% |
| YTD | +18.8% | +29.5% | -10.6% | -4.0% |
| 1Y | +31.0% | +48.4% | -17.4% | -5.5% |
| 3Y | +118.1% | +129.6% | -11.5% | +7.5% |
| 5Y | +193.0% | +96.1% | +97.0% | +61.8% |
| All | +208.2% | +188.9% | +19.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling