+379.9%
CSCO vs ITUB
+220.1%
+159.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | -9.5% | +12.6% | -22.1% | -11.8% |
| 3M | -7.6% | +6.4% | -14.0% | -9.0% |
| 6M | +44.9% | +0.6% | +44.3% | +44.0% |
| YTD | +47.7% | +18.8% | +28.8% | +41.7% |
| 1Y | +69.1% | +31.0% | +38.1% | +58.6% |
| 3Y | +113.5% | +118.1% | -4.5% | +77.5% |
| 5Y | +122.8% | +193.0% | -70.3% | +67.6% |
| All | +379.9% | +220.1% | +159.8% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling