+1,844.4%
ITUB vs IBN
+3,269.3%
-1,424.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | +8.7% | +1.4% | +7.3% | +8.0% |
| 30D | -0.7% | -0.3% | -0.4% | -0.5% |
| 3M | +7.8% | +17.1% | -9.3% | 0.0% |
| 6M | -3.4% | +3.4% | -6.8% | -4.9% |
| YTD | +16.3% | +2.5% | +13.7% | +14.6% |
| 1Y | +29.8% | -4.2% | +34.0% | +31.7% |
| 3Y | +111.1% | +32.4% | +78.7% | +80.6% |
| 5Y | +173.6% | +59.2% | +114.4% | +109.2% |
| 10Y | +193.2% | +345.7% | -152.4% | +24.3% |
| All | +1,844.4% | +3,269.3% | -1,424.9% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling