+117.3%
ITUB vs IBN
+25.1%
+92.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +1.0% | -5.5% | +6.4% | +3.1% |
| 30D | +10.7% | -3.4% | +14.1% | +12.2% |
| 3M | +10.1% | +8.7% | +1.4% | +6.6% |
| 6M | -0.1% | +3.7% | -3.8% | -1.9% |
| YTD | +18.4% | -2.4% | +20.8% | +18.2% |
| 1Y | +31.3% | -8.1% | +39.4% | +33.0% |
| All | +117.3% | +25.1% | +92.2% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling