+207.1%
ITUB vs BWA
+153.1%
+54.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.5% |
| 7D | +1.0% | -0.1% | +1.0% | +1.0% |
| 30D | +10.7% | -5.5% | +16.2% | +12.9% |
| 3M | +10.1% | -7.6% | +17.7% | +12.8% |
| 6M | -0.1% | +25.0% | -25.1% | -9.3% |
| YTD | +18.4% | +47.0% | -28.5% | -0.1% |
| 1Y | +31.3% | +54.0% | -22.7% | +8.4% |
| 3Y | +124.6% | +70.7% | +53.9% | +72.7% |
| 5Y | +192.0% | +86.7% | +105.3% | +107.2% |
| All | +207.1% | +153.1% | +54.0% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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