+2,341.3%
JPM vs ITUB
+1,959.7%
+381.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.1% |
| 7D | -0.4% | +8.2% | -8.7% | -3.3% |
| 30D | -1.1% | +4.7% | -5.8% | -3.0% |
| 3M | +14.1% | +13.0% | +1.1% | +8.7% |
| 6M | +23.3% | +4.2% | +19.1% | +20.5% |
| YTD | +11.3% | +18.6% | -7.3% | +3.2% |
| 1Y | +23.0% | +31.3% | -8.3% | +9.5% |
| 3Y | +162.6% | +124.9% | +37.7% | +86.6% |
| 5Y | +152.8% | +195.6% | -42.9% | +54.8% |
| 10Y | +583.6% | +196.4% | +387.3% | +270.5% |
| All | +2,341.3% | +1,959.7% | +381.5% | +553.9% |
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