+154.6%
JPM vs ITUB
+185.6%
-31.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | -2.3% | +10.7% | -13.1% | -4.9% |
| 3M | +14.9% | +10.1% | +4.8% | +11.9% |
| 6M | +23.6% | -0.1% | +23.8% | +23.1% |
| YTD | +11.3% | +18.4% | -7.1% | +6.0% |
| 1Y | +19.9% | +31.3% | -11.4% | +11.1% |
| 3Y | +162.6% | +124.6% | +38.0% | +109.3% |
| 5Y | +154.6% | +192.0% | -37.4% | +81.7% |
| All | +154.6% | +185.6% | -31.0% | +81.7% |
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