+1,844.4%
ITUB vs COO
+1,123.0%
+721.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +8.7% | -2.2% | +10.9% | +9.6% |
| 30D | -0.7% | -7.0% | +6.3% | +1.7% |
| 3M | +7.8% | +12.2% | -4.4% | +2.7% |
| 6M | -3.4% | -15.1% | +11.7% | +1.6% |
| YTD | +16.3% | -15.1% | +31.4% | +22.2% |
| 1Y | +29.8% | +2.3% | +27.5% | +26.8% |
| 3Y | +111.1% | -23.7% | +134.7% | +120.9% |
| 5Y | +173.6% | -38.9% | +212.5% | +203.3% |
| 10Y | +193.2% | +49.9% | +143.3% | +123.7% |
| All | +1,844.4% | +1,123.0% | +721.5% | +489.1% |
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