+27.8%
ITUB vs COO
-6.9%
+34.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.5% | -2.1% |
| 7D | 0.0% | -9.0% | +9.0% | +1.0% |
| 30D | +2.6% | -16.8% | +19.4% | +4.5% |
| 3M | +8.4% | -7.5% | +15.9% | +8.9% |
| 6M | -0.5% | -16.3% | +15.7% | +0.8% |
| YTD | +15.3% | -22.5% | +37.8% | +17.3% |
| All | +27.8% | -6.9% | +34.7% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling