+293.4%
ITUB vs JAAA
+29.3%
+264.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +4.7% | +0.5% | +4.2% | +4.0% |
| 3M | +13.0% | +1.2% | +11.8% | +11.1% |
| 6M | +4.2% | +2.8% | +1.3% | +0.1% |
| YTD | +18.6% | +3.2% | +15.4% | +13.4% |
| 1Y | +31.3% | +4.8% | +26.4% | +23.1% |
| 3Y | +124.9% | +19.0% | +105.9% | +86.0% |
| 5Y | +195.6% | +26.8% | +168.8% | +131.1% |
| All | +293.4% | +29.3% | +264.2% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling