-6.3%
JD vs ITUB
+125.3%
-131.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.8% |
| 7D | -0.8% | +8.2% | -9.0% | -3.7% |
| 30D | -16.0% | +4.7% | -20.7% | -17.5% |
| 3M | -3.2% | +13.0% | -16.2% | -8.1% |
| 6M | +6.1% | +4.2% | +1.9% | +3.5% |
| YTD | -0.1% | +18.6% | -18.7% | -8.4% |
| 1Y | -12.7% | +31.3% | -44.0% | -24.1% |
| 3Y | -6.3% | +124.9% | -131.2% | -40.0% |
| All | -6.3% | +125.3% | -131.6% | -40.0% |
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