+192.0%
ITUB vs IBN
+52.7%
+139.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| YTD | +18.4% | -2.4% | +20.8% | +18.8% |
| 1Y | +31.3% | -8.1% | +39.4% | +34.1% |
| 3Y | +124.6% | +26.3% | +98.3% | +101.8% |
| 5Y | +192.0% | +54.9% | +137.0% | +132.5% |
| All | +192.0% | +52.7% | +139.3% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling