+163.8%
CIEN vs ITUB
+31.4%
+132.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.2% |
| 7D | +8.9% | +2.2% | +6.7% | +7.4% |
| 30D | -19.1% | +12.6% | -31.7% | -25.6% |
| 3M | -21.5% | +6.4% | -27.9% | -24.8% |
| 6M | +2.8% | +0.6% | +2.2% | +1.5% |
| YTD | +49.5% | +18.8% | +30.6% | +43.6% |
| 1Y | +163.8% | +31.0% | +132.8% | +132.5% |
| All | +163.8% | +31.4% | +132.4% | +132.5% |
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