-61.6%
JD vs ITUB
+186.4%
-248.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -19.3% | +2.6% | -21.9% | -20.0% |
| 3M | -6.0% | +8.4% | -14.4% | -8.8% |
| 6M | +1.8% | -0.5% | +2.3% | +1.2% |
| YTD | -2.6% | +15.3% | -17.8% | -7.9% |
| 1Y | -17.4% | +28.7% | -46.2% | -25.1% |
| 3Y | -8.6% | +118.7% | -127.3% | -30.2% |
| 5Y | -61.6% | +182.7% | -244.3% | -73.7% |
| All | -61.6% | +186.4% | -248.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling