+29.8%
ITUB vs BR
-29.1%
+58.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.4% |
| 7D | +8.7% | -5.3% | +14.0% | +7.7% |
| 30D | -0.7% | +6.4% | -7.1% | +0.6% |
| 3M | +7.8% | +13.6% | -5.9% | +10.8% |
| 6M | -3.4% | -6.7% | +3.3% | -4.6% |
| YTD | +16.3% | -21.1% | +37.4% | +14.2% |
| 1Y | +29.8% | -29.6% | +59.4% | +29.0% |
| All | +29.8% | -29.1% | +58.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling