+1,500.5%
CIEN vs ITUB
+220.1%
+1,280.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.3% |
| 30D | -19.1% | +12.6% | -31.7% | -21.4% |
| 3M | -21.5% | +6.4% | -27.9% | -22.7% |
| 6M | +2.8% | +0.6% | +2.2% | +2.7% |
| YTD | +49.5% | +18.8% | +30.6% | +44.4% |
| 1Y | +163.8% | +31.0% | +132.8% | +149.6% |
| 3Y | +615.8% | +118.1% | +497.8% | +507.2% |
| 5Y | +548.4% | +193.0% | +355.3% | +406.6% |
| All | +1,500.5% | +220.1% | +1,280.4% | +1,053.0% |
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