+32,355.3%
AVGO vs ITUB
+175.6%
+32,179.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.5% |
| 7D | -0.3% | +8.2% | -8.5% | -2.4% |
| 30D | -13.8% | +4.7% | -18.5% | -15.0% |
| 3M | -6.9% | +13.0% | -19.9% | -10.2% |
| 6M | +11.9% | +4.2% | +7.8% | +10.4% |
| YTD | +6.9% | +18.6% | -11.7% | +1.6% |
| 1Y | +7.4% | +31.3% | -23.8% | -0.9% |
| 3Y | +345.6% | +124.9% | +220.7% | +251.4% |
| 5Y | +718.9% | +195.6% | +523.3% | +476.9% |
| 10Y | +2,755.4% | +196.4% | +2,559.0% | +1,734.2% |
| All | +32,355.3% | +175.6% | +32,179.8% | +18,295.7% |
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