+197.3%
JBL vs ITUB
+120.9%
+76.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +23.5% |
| YTD | +39.6% | +18.8% | +20.8% | +32.9% |
| 1Y | +48.6% | +31.0% | +17.6% | +37.5% |
| 3Y | +197.3% | +118.1% | +79.2% | +129.7% |
| All | +197.3% | +120.9% | +76.4% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling