+151.4%
ADBE vs ITUB
+220.1%
-68.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -5.4% | +2.2% | -7.6% | -5.8% |
| 30D | -2.5% | +12.6% | -15.1% | -4.7% |
| 3M | +15.3% | +6.4% | +8.9% | +13.5% |
| 6M | -7.8% | +0.6% | -8.4% | -8.6% |
| YTD | -27.9% | +18.8% | -46.8% | -31.3% |
| 1Y | -28.0% | +31.0% | -59.1% | -33.0% |
| 3Y | -55.3% | +118.1% | -173.4% | -63.0% |
| 5Y | -61.7% | +193.0% | -254.8% | -71.1% |
| All | +151.4% | +220.1% | -68.7% | +75.4% |
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 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