+2,574.0%
ITUB vs BNS
+1,476.3%
+1,097.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.0% |
| 7D | +1.0% | -2.2% | +3.2% | +3.1% |
| 30D | +10.7% | +4.5% | +6.2% | +5.9% |
| 3M | +10.1% | +14.9% | -4.8% | -3.8% |
| 6M | -0.1% | +32.5% | -32.6% | -23.3% |
| YTD | +18.4% | +28.6% | -10.2% | -6.4% |
| 1Y | +31.3% | +48.4% | -17.1% | -9.3% |
| 3Y | +124.6% | +130.8% | -6.2% | +0.3% |
| 5Y | +192.0% | +94.8% | +97.2% | +48.4% |
| 10Y | +216.0% | +184.3% | +31.6% | +9.9% |
| All | +2,574.0% | +1,476.3% | +1,097.8% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling