+86.1%
AXP vs ITUB
+181.1%
-95.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.6% |
| 30D | +4.4% | -22.2% | +26.6% | +10.0% |
| 3M | -6.4% | +2.7% | -9.1% | -9.2% |
| 6M | +4.2% | -3.0% | +7.1% | +2.4% |
| YTD | -12.4% | +7.5% | -19.9% | -16.6% |
| 1Y | -11.1% | +10.5% | -21.6% | -16.1% |
| 3Y | +114.9% | +81.0% | +33.9% | +73.9% |
| All | +86.1% | +181.1% | -95.0% | +14.8% |
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