+84.0%
ASML vs ITUB
+173.2%
-89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.8% |
| 7D | +10.4% | +1.1% | +9.3% | +10.1% |
| 30D | -12.7% | -25.4% | +12.7% | -6.1% |
| 3M | -17.2% | -0.3% | -16.9% | -19.2% |
| 6M | -1.3% | -8.0% | +6.6% | -1.5% |
| YTD | +40.8% | +5.2% | +35.6% | +35.7% |
| 1Y | +45.2% | +7.4% | +37.8% | +39.0% |
| 3Y | +131.8% | +74.5% | +57.3% | +91.8% |
| 5Y | +84.0% | +175.8% | -91.8% | +32.8% |
| All | +84.0% | +173.2% | -89.2% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling