+9.8%
ITUB vs BR
-14.2%
+24.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +3.6% |
| 7D | -1.6% | +7.0% | -8.6% | -0.8% |
| 30D | -26.6% | +19.0% | -45.6% | -24.7% |
| 3M | -11.1% | +13.1% | -24.2% | -9.4% |
| 6M | -13.1% | +24.6% | -37.7% | -9.5% |
| YTD | +3.9% | -13.6% | +17.5% | +3.4% |
| 1Y | +9.8% | -13.1% | +22.9% | +9.0% |
| All | +9.8% | -14.2% | +24.0% | +9.0% |
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