+117.6%
ITUB vs BUD
+47.7%
+69.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +8.2% | +0.8% | +7.5% | +8.0% |
| 30D | +4.7% | -4.8% | +9.5% | +6.5% |
| 3M | +13.0% | +1.4% | +11.7% | +12.2% |
| 6M | +4.2% | +9.9% | -5.7% | +0.3% |
| YTD | +18.6% | +26.3% | -7.8% | +9.0% |
| 1Y | +31.3% | +36.1% | -4.9% | +17.6% |
| All | +117.6% | +47.7% | +69.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling