+71.9%
AXON vs ITUB
+186.4%
-114.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.4% |
| 7D | -28.7% | +5.5% | -34.2% | -29.2% |
| 30D | -28.3% | -25.6% | -2.7% | -26.0% |
| 3M | -46.9% | -4.7% | -42.2% | -47.1% |
| 6M | -24.9% | -8.6% | -16.2% | -24.8% |
| YTD | -46.6% | +7.9% | -54.6% | -48.2% |
| 1Y | -49.7% | +11.2% | -60.9% | -51.4% |
| 3Y | +40.6% | +82.6% | -42.1% | +25.3% |
| 5Y | +71.9% | +192.7% | -120.8% | +43.2% |
| All | +71.9% | +186.4% | -114.5% | +43.2% |
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