+223.9%
ITUB vs BUD
+201.1%
+22.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +8.7% | +0.3% | +8.4% | +8.5% |
| 30D | -0.7% | -5.7% | +5.0% | +2.8% |
| 3M | +7.8% | +3.1% | +4.7% | +5.4% |
| 6M | -3.4% | +7.9% | -11.3% | -8.3% |
| YTD | +16.3% | +27.3% | -11.1% | -0.4% |
| 1Y | +29.8% | +37.8% | -8.0% | +5.7% |
| 3Y | +111.1% | +49.8% | +61.2% | +57.8% |
| 5Y | +173.6% | +43.8% | +129.7% | +101.2% |
| 10Y | +193.2% | -22.6% | +215.9% | +206.6% |
| All | +223.9% | +201.1% | +22.8% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling