+464.9%
AXP vs ITUB
+192.5%
+272.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | +0.6% | +8.2% | -7.7% | -2.3% |
| 30D | -4.3% | +4.7% | -9.0% | -6.1% |
| 3M | +4.7% | +13.0% | -8.3% | -0.1% |
| 6M | +9.0% | +4.2% | +4.8% | +6.6% |
| YTD | -11.1% | +18.6% | -29.7% | -17.3% |
| 1Y | +1.3% | +31.3% | -30.0% | -9.4% |
| 3Y | +114.5% | +124.9% | -10.4% | +54.1% |
| 5Y | +118.0% | +195.6% | -77.6% | +33.8% |
| 10Y | +464.9% | +196.4% | +268.5% | +230.0% |
| All | +464.9% | +192.5% | +272.4% | +230.0% |
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