+9.8%
ITUB vs IBN
+4.2%
+5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +1.0% |
| 7D | -1.6% | +8.9% | -10.5% | -6.6% |
| 30D | -26.6% | +12.6% | -39.3% | -31.9% |
| 3M | -11.1% | +3.1% | -14.1% | -12.9% |
| 6M | -13.1% | +20.6% | -33.7% | -23.3% |
| YTD | +3.9% | +5.8% | -1.9% | -5.5% |
| 1Y | +9.8% | +3.7% | +6.1% | +1.7% |
| All | +9.8% | +4.2% | +5.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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