+440.3%
AXP vs ITUB
+143.4%
+296.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.3% |
| 7D | -1.1% | +5.5% | -6.6% | -2.9% |
| 30D | +5.2% | -25.6% | +30.8% | +14.9% |
| 3M | -4.6% | -4.7% | +0.1% | -5.4% |
| 6M | +3.2% | -8.6% | +11.8% | +3.6% |
| YTD | -11.3% | +7.9% | -19.3% | -16.7% |
| 1Y | -11.0% | +11.2% | -22.2% | -17.5% |
| 3Y | +120.2% | +82.6% | +37.5% | +66.5% |
| 5Y | +91.7% | +192.7% | -101.0% | +15.1% |
| 10Y | +440.3% | +144.7% | +295.7% | +231.2% |
| All | +440.3% | +143.4% | +296.9% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling