+18.6%
JD vs ITUB
+81.5%
-62.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | +0.4% | +3.7% | -3.3% | -0.6% |
| 30D | +4.2% | -24.9% | +29.1% | +12.0% |
| 3M | -12.8% | +0.8% | -13.5% | -15.8% |
| 6M | -8.8% | -6.6% | -2.2% | -10.0% |
| YTD | +0.5% | +7.8% | -7.3% | -7.4% |
| 1Y | -8.8% | +7.4% | -16.1% | -16.1% |
| All | +18.6% | +81.5% | -62.9% | -19.2% |
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