+1,839.6%
JBL vs ITUB
+1,902.7%
-63.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.7% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.5% | +2.6% | -10.1% | -8.7% |
| 3M | -14.1% | +8.4% | -22.5% | -16.9% |
| 6M | +25.9% | -0.5% | +26.4% | +25.5% |
| YTD | +36.7% | +15.3% | +21.4% | +29.0% |
| 1Y | +49.0% | +28.7% | +20.3% | +34.8% |
| 3Y | +191.8% | +118.7% | +73.1% | +112.8% |
| 5Y | +409.8% | +182.7% | +227.1% | +223.9% |
| 10Y | +1,509.2% | +207.6% | +1,301.6% | +783.7% |
| All | +1,839.6% | +1,902.7% | -63.1% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling