+133.5%
ASML vs ITUB
+77.0%
+56.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 3M | -12.9% | -6.1% | -6.8% | -14.1% |
| 6M | -5.0% | -10.7% | +5.6% | -4.8% |
| YTD | +41.8% | +5.5% | +36.3% | +35.5% |
| 1Y | +46.0% | +7.8% | +38.2% | +38.4% |
| 3Y | +133.5% | +75.0% | +58.5% | +94.5% |
| All | +133.5% | +77.0% | +56.4% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling