+7,553.9%
ASML vs ITUB
+1,732.5%
+5,821.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.6% |
| 7D | -9.0% | +3.7% | -12.7% | -10.2% |
| 30D | -21.0% | -24.1% | +3.1% | -14.4% |
| 3M | -16.3% | -9.6% | -6.7% | -15.3% |
| 6M | -7.5% | -11.6% | +4.0% | -5.9% |
| YTD | +34.0% | +5.5% | +28.5% | +28.7% |
| 1Y | +39.3% | +9.8% | +29.5% | +31.8% |
| 3Y | +128.9% | +84.7% | +44.1% | +78.7% |
| 5Y | +76.1% | +182.5% | -106.5% | +15.0% |
| 10Y | +1,428.4% | +141.6% | +1,286.8% | +835.9% |
| All | +7,553.9% | +1,732.5% | +5,821.4% | +1,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling