+291.0%
ITUB vs BR
+1,278.7%
-987.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | -3.0% | +5.2% | +4.1% |
| 30D | +12.6% | -0.3% | +12.9% | +12.5% |
| 3M | +6.4% | +17.3% | -10.9% | -5.6% |
| 6M | +0.6% | -6.7% | +7.3% | +2.3% |
| YTD | +18.8% | -23.4% | +42.3% | +35.5% |
| 1Y | +31.0% | -32.7% | +63.7% | +62.2% |
| 3Y | +118.1% | -5.9% | +124.0% | +108.3% |
| 5Y | +193.0% | +8.4% | +184.6% | +139.2% |
| 10Y | +217.1% | +189.2% | +27.9% | +8.3% |
| All | +291.0% | +1,278.7% | -987.8% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling