+207.1%
ITUB vs COO
+17.5%
+189.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.7% | +17.4% | +6.8% |
| 7D | +1.0% | -23.3% | +24.3% | +8.2% |
| 30D | +10.7% | -29.5% | +40.2% | +21.5% |
| 3M | +10.1% | -20.0% | +30.0% | +16.0% |
| 6M | -0.1% | -27.2% | +27.1% | +8.1% |
| YTD | +18.4% | -33.9% | +52.3% | +31.8% |
| 1Y | +31.3% | -19.9% | +51.2% | +37.1% |
| 3Y | +124.6% | -38.1% | +162.7% | +146.1% |
| 5Y | +192.0% | -52.0% | +244.0% | +247.5% |
| All | +207.1% | +17.5% | +189.5% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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