+126.4%
DAL vs ITUB
+192.5%
-66.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.3% |
| 7D | +3.4% | +8.2% | -4.9% | 0.0% |
| 30D | -13.6% | +4.7% | -18.3% | -15.3% |
| 3M | +1.2% | +13.0% | -11.8% | -4.1% |
| 6M | +34.5% | +4.2% | +30.3% | +31.6% |
| YTD | +14.7% | +18.6% | -3.9% | +6.2% |
| 1Y | +29.2% | +31.3% | -2.0% | +14.5% |
| 3Y | +100.0% | +124.9% | -24.9% | +39.5% |
| 5Y | +106.3% | +195.6% | -89.3% | +22.4% |
| 10Y | +126.4% | +196.4% | -70.0% | +24.9% |
| All | +126.4% | +192.5% | -66.2% | +24.9% |
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