+208.2%
ITUB vs BUD
-22.3%
+230.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | 0.0% |
| 7D | +2.2% | -2.6% | +4.8% | +3.6% |
| 30D | +12.6% | -1.2% | +13.8% | +13.2% |
| 3M | +6.4% | -4.9% | +11.3% | +8.8% |
| 6M | +0.6% | +9.3% | -8.7% | -4.5% |
| YTD | +18.8% | +24.0% | -5.1% | +5.5% |
| 1Y | +31.0% | +34.5% | -3.5% | +11.1% |
| 3Y | +118.1% | +43.7% | +74.4% | +73.7% |
| 5Y | +193.0% | +46.0% | +147.0% | +122.8% |
| All | +208.2% | -22.3% | +230.4% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling