+1,324.4%
ADBE vs ITUB
+1,959.7%
-635.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.4% | -4.0% |
| 7D | -10.1% | +8.2% | -18.3% | -12.0% |
| 30D | -3.0% | +4.7% | -7.7% | -4.3% |
| 3M | +5.0% | +13.0% | -8.0% | +1.0% |
| 6M | -9.3% | +4.2% | -13.5% | -11.3% |
| YTD | -26.5% | +18.6% | -45.1% | -31.0% |
| 1Y | -28.3% | +31.3% | -59.5% | -34.8% |
| 3Y | -54.1% | +124.9% | -179.0% | -64.5% |
| 5Y | -61.2% | +195.6% | -256.8% | -73.3% |
| 10Y | +152.5% | +196.4% | -43.9% | +56.3% |
| All | +1,324.4% | +1,959.7% | -635.3% | +456.2% |
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