+2,956.3%
COST vs ITUB
+1,902.7%
+1,053.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | +2.6% | -7.8% | -5.7% |
| 3M | -6.7% | +8.4% | -15.1% | -8.0% |
| 6M | -9.9% | -0.5% | -9.4% | -10.3% |
| YTD | +5.1% | +15.3% | -10.1% | +2.1% |
| 1Y | -7.3% | +28.7% | -36.0% | -11.6% |
| 3Y | +70.4% | +118.7% | -48.3% | +48.4% |
| 5Y | +104.4% | +182.7% | -78.3% | +67.4% |
| 10Y | +609.0% | +207.6% | +401.4% | +434.0% |
| All | +2,956.3% | +1,902.7% | +1,053.6% | +1,658.2% |
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