+48.9%
CIEN vs ITUB
+9.0%
+39.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.5% | -10.4% |
| 7D | -25.0% | -1.6% | -23.4% | -24.6% |
| 30D | -30.1% | -26.6% | -3.5% | -22.4% |
| 3M | -33.8% | -11.1% | -22.7% | -34.3% |
| 6M | -49.4% | -13.1% | -36.4% | -49.1% |
| YTD | +16.4% | +3.9% | +12.5% | +15.7% |
| 1Y | +48.9% | +9.8% | +39.1% | +37.8% |
| All | +48.9% | +9.0% | +39.9% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling