+570.0%
AVGO vs ITUB
+181.1%
+388.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -6.9% | -5.1% |
| 7D | +18.2% | +1.9% | +16.3% | +17.7% |
| 30D | +0.2% | -22.2% | +22.4% | +4.1% |
| 3M | -16.8% | +2.7% | -19.5% | -18.5% |
| 6M | -16.5% | -3.0% | -13.5% | -17.4% |
| YTD | +0.8% | +7.5% | -6.7% | -2.0% |
| 1Y | +2.8% | +10.5% | -7.6% | -0.7% |
| 3Y | +278.5% | +81.0% | +197.6% | +235.5% |
| All | +570.0% | +181.1% | +388.9% | +463.9% |
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