+54.3%
JD vs ITUB
+147.7%
-93.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | -1.7% | +8.7% | -10.4% | -3.8% |
| 30D | -13.2% | -0.7% | -12.5% | -13.1% |
| 3M | -3.2% | +7.8% | -11.0% | -5.3% |
| 6M | +15.2% | -3.4% | +18.6% | +15.5% |
| YTD | +2.0% | +16.3% | -14.3% | -2.6% |
| 1Y | -5.4% | +29.8% | -35.2% | -12.4% |
| 3Y | -9.1% | +111.1% | -120.2% | -25.8% |
| 5Y | -59.6% | +173.6% | -233.2% | -69.7% |
| 10Y | +26.2% | +193.2% | -167.0% | -11.9% |
| All | +54.3% | +147.7% | -93.4% | -0.8% |
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