+1,031.0%
CBOE vs ITUB
+164.3%
+866.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +2.7% | +2.6% | +0.1% | +2.3% |
| 3M | +0.7% | +8.4% | -7.7% | -0.3% |
| 6M | -2.0% | -0.5% | -1.4% | -2.3% |
| YTD | +17.1% | +15.3% | +1.9% | +14.6% |
| 1Y | +26.5% | +28.7% | -2.2% | +22.2% |
| 3Y | +96.1% | +118.7% | -22.5% | +76.6% |
| 5Y | +149.3% | +182.7% | -33.4% | +114.6% |
| 10Y | +386.5% | +207.6% | +178.9% | +296.2% |
| All | +1,031.0% | +164.3% | +866.7% | +793.0% |
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 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