-46.6%
COIN vs ITUB
+240.0%
-286.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | -5.1% | +2.2% | -7.3% | -6.2% |
| 30D | +17.6% | +12.6% | +5.0% | +10.4% |
| 3M | +9.2% | +6.4% | +2.8% | +5.2% |
| 6M | -11.8% | +0.6% | -12.4% | -12.4% |
| YTD | -22.5% | +18.8% | -41.3% | -29.9% |
| 1Y | -45.9% | +31.0% | -76.9% | -53.7% |
| 3Y | +117.4% | +118.1% | -0.7% | +41.5% |
| 5Y | -29.4% | +193.0% | -222.5% | -60.9% |
| All | -46.6% | +240.0% | -286.6% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling