+294.4%
ITUB vs JAAA
+29.4%
+265.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +12.6% | +0.5% | +12.1% | +11.8% |
| 3M | +6.4% | +1.3% | +5.1% | +4.5% |
| 6M | +0.6% | +2.8% | -2.2% | -3.3% |
| YTD | +18.8% | +3.3% | +15.6% | +13.6% |
| 1Y | +31.0% | +4.9% | +26.1% | +22.7% |
| 3Y | +118.1% | +19.0% | +99.1% | +80.3% |
| 5Y | +193.0% | +26.9% | +166.1% | +129.2% |
| All | +294.4% | +29.4% | +265.0% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling