+208.2%
ITUB vs MKTX
+5.0%
+203.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +12.6% | +0.7% | +11.9% | +12.5% |
| 3M | +6.4% | +40.8% | -34.4% | +1.0% |
| 6M | +0.6% | -8.0% | +8.6% | +1.2% |
| YTD | +18.8% | -8.7% | +27.6% | +19.6% |
| 1Y | +31.0% | -11.8% | +42.8% | +32.3% |
| 3Y | +118.1% | -24.0% | +142.1% | +121.0% |
| 5Y | +193.0% | -60.3% | +253.4% | +225.1% |
| All | +208.2% | +5.0% | +203.1% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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