+1,525.1%
JBL vs ITUB
+220.1%
+1,304.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.9% |
| 7D | +2.4% | +2.2% | +0.2% | +1.6% |
| 30D | -13.1% | +12.6% | -25.7% | -16.6% |
| 3M | -15.6% | +6.4% | -22.0% | -17.6% |
| 6M | +24.6% | +0.6% | +24.0% | +23.8% |
| YTD | +39.6% | +18.8% | +20.8% | +31.4% |
| 1Y | +48.6% | +31.0% | +17.6% | +35.3% |
| 3Y | +197.3% | +118.1% | +79.2% | +125.4% |
| 5Y | +413.0% | +193.0% | +220.0% | +239.0% |
| All | +1,525.1% | +220.1% | +1,304.9% | +937.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling