+174.5%
CIEN vs ITUB
+30.8%
+143.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | -15.2% | +8.7% | -23.9% | -20.1% |
| 30D | -21.5% | -0.7% | -20.8% | -21.3% |
| 3M | -40.1% | +7.8% | -47.9% | -43.1% |
| 6M | -6.6% | -3.4% | -3.2% | -5.3% |
| YTD | +37.3% | +16.3% | +21.0% | +34.0% |
| 1Y | +174.5% | +29.8% | +144.7% | +147.5% |
| All | +174.5% | +30.8% | +143.8% | +147.5% |
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