+1,504.8%
ASML vs ITUB
+143.4%
+1,361.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.6% |
| 7D | -0.8% | +5.5% | -6.3% | -2.4% |
| 30D | -14.9% | -25.6% | +10.7% | -8.3% |
| 3M | -13.0% | -4.7% | -8.3% | -13.5% |
| 6M | -4.7% | -8.6% | +3.9% | -4.2% |
| YTD | +42.3% | +7.9% | +34.4% | +36.6% |
| 1Y | +49.7% | +11.2% | +38.5% | +42.3% |
| 3Y | +144.3% | +82.6% | +61.6% | +99.1% |
| 5Y | +86.4% | +192.7% | -106.4% | +29.0% |
| 10Y | +1,504.8% | +144.7% | +1,360.2% | +1,064.9% |
| All | +1,504.8% | +143.4% | +1,361.4% | +1,064.9% |
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 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