-10.2%
ADSK vs ITUB
+9.0%
-19.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.3% | +3.8% | +7.0% |
| 7D | +11.4% | -1.6% | +13.1% | +11.4% |
| 30D | +21.9% | -26.6% | +48.5% | +22.0% |
| 3M | +13.9% | -11.1% | +24.9% | +14.5% |
| 6M | +9.1% | -13.1% | +22.2% | +10.1% |
| YTD | -8.8% | +3.9% | -12.6% | -10.9% |
| 1Y | -10.2% | +9.8% | -20.0% | -15.9% |
| All | -10.2% | +9.0% | -19.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling