+20.6%
ABNB vs ITUB
+165.8%
-145.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.0% | -4.6% |
| 7D | -4.4% | +8.2% | -12.6% | -6.5% |
| 30D | -2.0% | +4.7% | -6.7% | -3.4% |
| 3M | +29.8% | +13.0% | +16.8% | +24.6% |
| 6M | +31.0% | +4.2% | +26.8% | +28.6% |
| YTD | +28.6% | +18.6% | +10.0% | +21.0% |
| 1Y | +40.1% | +31.3% | +8.8% | +27.3% |
| 3Y | +19.7% | +124.9% | -105.2% | -8.9% |
| 5Y | +6.5% | +195.6% | -189.1% | -28.4% |
| All | +20.6% | +165.8% | -145.2% | -5.8% |
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