+105.0%
DAL vs ITUB
+169.9%
-64.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -4.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +9.1% | -25.4% | +34.5% | +20.4% |
| 3M | -3.5% | -0.3% | -3.2% | -6.4% |
| 6M | +23.4% | -8.0% | +31.3% | +23.4% |
| YTD | +26.0% | +5.2% | +20.8% | +18.9% |
| 1Y | +44.6% | +7.4% | +37.2% | +34.9% |
| 3Y | +162.7% | +74.5% | +88.2% | +96.5% |
| 5Y | +113.0% | +175.8% | -62.9% | +25.6% |
| All | +105.0% | +169.9% | -64.9% | +21.5% |
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