+317.2%
ADP vs ITUB
+169.9%
+147.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +11.6% | -25.4% | +37.1% | +16.4% |
| 3M | +15.1% | -0.3% | +15.3% | +13.9% |
| 6M | +46.0% | -8.0% | +54.0% | +46.0% |
| YTD | +22.4% | +5.2% | +17.2% | +18.5% |
| 1Y | +24.5% | +7.4% | +17.1% | +19.9% |
| 3Y | +44.8% | +74.5% | -29.7% | +25.2% |
| 5Y | +49.1% | +175.8% | -126.7% | +14.1% |
| All | +317.2% | +169.9% | +147.3% | +220.2% |
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 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