+1,702.7%
ITUB vs COO
+1,005.9%
+696.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.5% |
| 30D | -24.9% | +13.3% | -38.2% | -28.2% |
| 3M | +0.8% | -18.1% | +18.9% | +6.8% |
| 6M | -6.6% | +6.7% | -13.3% | -10.5% |
| YTD | +7.8% | -23.2% | +31.0% | +16.0% |
| 1Y | +7.4% | -12.3% | +19.6% | +9.8% |
| 3Y | +78.8% | -23.6% | +102.3% | +84.8% |
| 5Y | +179.9% | -38.7% | +218.6% | +206.2% |
| 10Y | +170.9% | +42.2% | +128.7% | +107.8% |
| All | +1,702.7% | +1,005.9% | +696.8% | +459.6% |
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 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