+9,100.3%
ASML vs ITUB
+1,920.1%
+7,180.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | +8.7% | -7.6% | -1.8% |
| 30D | +2.2% | -0.7% | +2.9% | +2.1% |
| 3M | -2.3% | +7.8% | -10.1% | -5.1% |
| 6M | +23.0% | -3.4% | +26.4% | +24.1% |
| YTD | +61.1% | +16.3% | +44.8% | +52.7% |
| 1Y | +129.1% | +29.8% | +99.3% | +109.1% |
| 3Y | +165.4% | +111.1% | +54.3% | +101.9% |
| 5Y | +109.5% | +173.6% | -64.1% | +40.0% |
| 10Y | +1,645.7% | +193.2% | +1,452.5% | +916.5% |
| All | +9,100.3% | +1,920.1% | +7,180.2% | +1,768.8% |
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 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