-24.5%
ADSK vs ITUB
+186.2%
-210.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | +2.2% | -4.7% | -2.8% |
| 30D | -14.9% | +12.6% | -27.5% | -16.3% |
| 3M | +3.3% | +6.4% | -3.1% | +2.1% |
| 6M | -15.7% | +0.6% | -16.2% | -16.1% |
| YTD | -28.2% | +18.8% | -47.1% | -31.0% |
| 1Y | -34.5% | +31.0% | -65.6% | -38.3% |
| 3Y | -2.9% | +118.1% | -121.0% | -16.1% |
| All | -24.5% | +186.2% | -210.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling