+389.4%
JCI vs ITUB
+1,920.1%
-1,530.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +3.8% | +8.7% | -4.9% | +1.6% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | -1.4% | +7.8% | -9.2% | -3.6% |
| 6M | +4.1% | -3.4% | +7.5% | +4.5% |
| YTD | +21.7% | +16.3% | +5.5% | +16.2% |
| 1Y | +36.1% | +29.8% | +6.3% | +26.0% |
| 3Y | +154.4% | +111.1% | +43.4% | +104.4% |
| 5Y | +112.0% | +173.6% | -61.5% | +54.0% |
| 10Y | +322.2% | +193.2% | +129.0% | +175.7% |
| All | +389.4% | +1,920.1% | -1,530.6% | +111.5% |
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