+520.6%
CIEN vs ITUB
+185.6%
+334.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.8% |
| 7D | +5.4% | +1.0% | +4.4% | +5.1% |
| 30D | -13.7% | +10.7% | -24.4% | -16.2% |
| 3M | -23.0% | +10.1% | -33.1% | -25.1% |
| 6M | -0.8% | -0.1% | -0.7% | -1.0% |
| YTD | +43.1% | +18.4% | +24.6% | +38.5% |
| 1Y | +157.6% | +31.3% | +126.4% | +144.1% |
| 3Y | +593.8% | +124.6% | +469.2% | +498.5% |
| 5Y | +520.6% | +192.0% | +328.6% | +426.0% |
| All | +520.6% | +185.6% | +334.9% | +426.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling