+1,557.1%
ASML vs ITUB
+175.8%
+1,381.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +4.9% | +1.9% | +3.0% | +4.4% |
| 30D | -9.3% | -22.2% | +12.9% | -3.5% |
| 3M | -19.0% | +2.7% | -21.7% | -21.2% |
| 6M | -5.2% | -3.0% | -2.3% | -6.4% |
| YTD | +40.6% | +7.5% | +33.1% | +35.1% |
| 1Y | +47.5% | +10.5% | +37.0% | +40.6% |
| 3Y | +133.9% | +81.0% | +52.9% | +91.0% |
| 5Y | +83.8% | +181.8% | -98.0% | +28.7% |
| All | +1,557.1% | +175.8% | +1,381.3% | +1,097.8% |
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