+1,147.6%
ITUB vs MKTX
+1,443.5%
-295.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.7% | +0.8% | +9.9% | +10.4% |
| 3M | +10.1% | +41.1% | -31.1% | -2.4% |
| 6M | -0.1% | -9.5% | +9.4% | +1.1% |
| YTD | +18.4% | -8.7% | +27.1% | +19.1% |
| 1Y | +31.3% | -10.0% | +41.2% | +32.2% |
| 3Y | +124.6% | -24.6% | +149.2% | +129.7% |
| 5Y | +192.0% | -60.3% | +252.3% | +252.3% |
| 10Y | +216.0% | +5.0% | +210.9% | +146.6% |
| All | +1,147.6% | +1,443.5% | -295.9% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling