+275.2%
ADP vs ITUB
+219.0%
+56.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -5.7% | +1.0% | -6.7% | -5.9% |
| 30D | -1.4% | +10.7% | -12.1% | -3.1% |
| 3M | +16.6% | +10.1% | +6.5% | +14.3% |
| 6M | +24.9% | -0.1% | +25.1% | +24.1% |
| YTD | +5.6% | +18.4% | -12.8% | +1.2% |
| 1Y | -6.0% | +31.3% | -37.3% | -11.9% |
| 3Y | +14.5% | +124.6% | -110.2% | -4.5% |
| 5Y | +47.9% | +192.0% | -144.1% | +13.7% |
| All | +275.2% | +219.0% | +56.2% | +175.8% |
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 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