+197.1%
ABT vs ITUB
+220.1%
-23.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -5.9% | +2.2% | -8.1% | -6.2% |
| 30D | -8.1% | +12.6% | -20.7% | -9.5% |
| 3M | +14.5% | +6.4% | +8.1% | +13.4% |
| 6M | -6.3% | +0.6% | -6.9% | -6.7% |
| YTD | -17.1% | +18.8% | -36.0% | -19.5% |
| 1Y | -21.4% | +31.0% | -52.4% | -24.8% |
| 3Y | +5.9% | +118.1% | -112.1% | -6.6% |
| 5Y | -12.8% | +193.0% | -205.8% | -28.0% |
| All | +197.1% | +220.1% | -23.0% | +127.3% |
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