+49.5%
JBL vs ITUB
+30.8%
+18.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +3.0% | +8.7% | -5.7% | -0.8% |
| 30D | -8.3% | -0.7% | -7.6% | -7.9% |
| 3M | -16.9% | +7.8% | -24.7% | -20.2% |
| 6M | +21.8% | -3.4% | +25.2% | +21.9% |
| YTD | +36.3% | +16.3% | +20.0% | +31.2% |
| 1Y | +49.5% | +29.8% | +19.7% | +34.0% |
| All | +49.5% | +30.8% | +18.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling