+1,395.4%
ASML vs ITUB
+131.3%
+1,264.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.6% |
| 7D | -9.0% | +3.7% | -12.7% | -10.0% |
| 30D | -21.0% | -24.1% | +3.1% | -15.3% |
| 3M | -16.3% | -9.6% | -6.7% | -15.6% |
| 6M | -7.5% | -11.5% | +4.0% | -6.2% |
| YTD | +34.0% | +5.5% | +28.5% | +29.4% |
| 1Y | +39.3% | +9.9% | +29.4% | +32.8% |
| 3Y | +128.9% | +84.8% | +44.1% | +85.8% |
| 5Y | +76.1% | +182.6% | -106.6% | +23.1% |
| All | +1,395.4% | +131.3% | +1,264.1% | +999.9% |
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