+16.5%
JD vs ITUB
+220.1%
-203.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.2% | +2.2% | -6.5% | -4.8% |
| 30D | -14.4% | +12.6% | -27.0% | -17.2% |
| 3M | -3.6% | +6.4% | -10.0% | -5.5% |
| 6M | -0.3% | +0.6% | -0.9% | -1.1% |
| YTD | -2.4% | +18.8% | -21.2% | -7.6% |
| 1Y | -18.5% | +31.0% | -49.5% | -25.2% |
| 3Y | -7.0% | +118.1% | -125.1% | -25.9% |
| 5Y | -61.7% | +193.0% | -254.7% | -72.3% |
| All | +16.5% | +220.1% | -203.6% | -18.1% |
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 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