+1,659.7%
ITUB vs COO
+992.9%
+666.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | -25.4% | +13.9% | -39.4% | -28.8% |
| 3M | -0.3% | -18.9% | +18.7% | +6.1% |
| 6M | -8.0% | +3.7% | -11.7% | -10.9% |
| YTD | +5.2% | -24.1% | +29.4% | +13.7% |
| 1Y | +7.4% | -14.2% | +21.6% | +10.7% |
| 3Y | +74.5% | -24.5% | +99.0% | +81.1% |
| 5Y | +175.8% | -40.4% | +216.3% | +205.0% |
| 10Y | +164.4% | +40.5% | +123.9% | +103.6% |
| All | +1,659.7% | +992.9% | +666.8% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling