+175.8%
ITUB vs BUD
+50.1%
+125.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | -25.4% | +6.7% | -32.1% | -27.2% |
| 3M | -0.3% | +5.9% | -6.2% | -2.5% |
| 6M | -8.0% | +5.1% | -13.0% | -9.9% |
| YTD | +5.2% | +32.9% | -27.6% | -5.7% |
| 1Y | +7.4% | +31.8% | -24.4% | -3.6% |
| 3Y | +74.5% | +47.4% | +27.1% | +48.1% |
| 5Y | +175.8% | +50.8% | +125.0% | +117.4% |
| All | +175.8% | +50.1% | +125.7% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling