+1,534.9%
ASML vs ITUB
+154.1%
+1,380.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.3% |
| 7D | -2.9% | +4.9% | -7.7% | -4.2% |
| 30D | -15.2% | -27.2% | +12.0% | -8.0% |
| 3M | -12.9% | -6.1% | -6.8% | -13.1% |
| 6M | -5.0% | -10.7% | +5.6% | -3.9% |
| YTD | +41.8% | +5.5% | +36.3% | +37.0% |
| 1Y | +46.0% | +7.8% | +38.2% | +40.1% |
| 3Y | +133.5% | +75.0% | +58.5% | +92.5% |
| 5Y | +93.0% | +178.6% | -85.6% | +35.5% |
| 10Y | +1,534.9% | +162.9% | +1,372.1% | +1,088.7% |
| All | +1,534.9% | +154.1% | +1,380.8% | +1,088.7% |
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 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