+215.4%
ADSK vs ITUB
+220.1%
-4.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | +2.2% | -4.7% | -3.0% |
| 30D | -14.9% | +12.6% | -27.5% | -17.4% |
| 3M | +3.3% | +6.4% | -3.1% | +1.3% |
| 6M | -15.7% | +0.6% | -16.2% | -16.6% |
| YTD | -28.2% | +18.8% | -47.1% | -32.4% |
| 1Y | -34.5% | +31.0% | -65.6% | -40.0% |
| 3Y | -2.9% | +118.1% | -121.0% | -23.0% |
| 5Y | -25.3% | +193.0% | -218.4% | -47.4% |
| All | +215.4% | +220.1% | -4.7% | +95.1% |
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