-8.0%
ITUB vs COO
+5.1%
-13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.5% |
| 7D | +1.1% | -2.1% | +3.2% | +0.9% |
| 30D | -25.4% | +13.9% | -39.4% | -24.3% |
| 3M | -0.3% | -18.9% | +18.7% | -1.8% |
| 6M | -8.0% | +3.7% | -11.7% | -9.0% |
| All | -8.0% | +5.1% | -13.0% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling