+121.4%
DAL vs ITUB
+176.3%
-54.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.8% |
| 7D | +2.3% | +3.7% | -1.4% | +0.9% |
| 30D | +14.3% | -24.9% | +39.2% | +25.8% |
| 3M | +1.3% | +0.8% | +0.5% | -2.1% |
| 6M | +29.3% | -6.6% | +35.9% | +28.6% |
| YTD | +33.0% | +7.8% | +25.2% | +24.2% |
| 1Y | +59.8% | +7.4% | +52.5% | +49.1% |
| 3Y | +177.2% | +78.8% | +98.4% | +105.5% |
| 5Y | +118.4% | +179.9% | -61.5% | +28.2% |
| 10Y | +121.4% | +170.9% | -49.5% | +31.3% |
| All | +121.4% | +176.3% | -54.8% | +31.3% |
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