+124.8%
AAPL vs ITUB
+185.6%
-60.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.8% | +3.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +7.1% | +10.7% | -3.6% | +5.0% |
| 3M | +12.1% | +10.1% | +2.0% | +9.6% |
| 6M | +25.4% | -0.1% | +25.6% | +24.8% |
| YTD | +20.5% | +18.4% | +2.0% | +15.6% |
| 1Y | +44.5% | +31.3% | +13.2% | +35.5% |
| 3Y | +85.8% | +124.6% | -38.9% | +55.3% |
| 5Y | +124.8% | +192.0% | -67.2% | +78.4% |
| All | +124.8% | +185.6% | -60.9% | +78.4% |
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