+186.2%
ITUB vs BR
+8.0%
+178.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.6% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +6.4% | +17.3% | -10.9% | +3.4% |
| 6M | +0.6% | -6.7% | +7.3% | +2.0% |
| YTD | +18.8% | -23.4% | +42.3% | +25.7% |
| 1Y | +31.0% | -32.7% | +63.7% | +43.2% |
| 3Y | +118.1% | -5.9% | +124.0% | +117.1% |
| All | +186.2% | +8.0% | +178.1% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling