+29.8%
ITUB vs BRKR
+100.6%
-70.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | +8.7% | +2.5% | +6.2% | +8.4% |
| 30D | -0.7% | +11.5% | -12.2% | -1.9% |
| 3M | +7.8% | -2.4% | +10.2% | +7.8% |
| 6M | -3.4% | +52.3% | -55.7% | -10.5% |
| YTD | +16.3% | +24.5% | -8.2% | +9.5% |
| 1Y | +29.8% | +97.3% | -67.5% | +17.7% |
| All | +29.8% | +100.6% | -70.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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