+539.0%
CIEN vs ITUB
+81.0%
+458.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -5.3% |
| 7D | +15.3% | +1.9% | +13.4% | +14.6% |
| 30D | -22.0% | -22.2% | +0.2% | -16.4% |
| 3M | -36.6% | +2.7% | -39.4% | -39.8% |
| 6M | -51.5% | -3.0% | -48.5% | -52.6% |
| YTD | +20.0% | +7.5% | +12.4% | +15.2% |
| 1Y | +44.5% | +10.5% | +34.0% | +37.3% |
| 3Y | +539.0% | +81.0% | +458.0% | +453.3% |
| All | +539.0% | +81.0% | +458.0% | +453.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling