+504.9%
ABBV vs ITUB
+220.1%
+284.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | +2.2% | -2.0% | 0.0% |
| 30D | +3.4% | +12.6% | -9.3% | +1.8% |
| 3M | +15.2% | +6.4% | +8.8% | +14.2% |
| 6M | +14.7% | +0.6% | +14.1% | +14.2% |
| YTD | +15.2% | +18.8% | -3.7% | +12.1% |
| 1Y | +20.4% | +31.0% | -10.6% | +15.6% |
| 3Y | +91.3% | +118.1% | -26.7% | +70.6% |
| 5Y | +189.6% | +193.0% | -3.5% | +141.7% |
| All | +504.9% | +220.1% | +284.8% | +380.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling