+4,404.4%
DELL vs ITUB
+220.1%
+4,184.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | +2.2% | +6.0% | +7.6% |
| 30D | +17.1% | +12.6% | +4.5% | +13.8% |
| 3M | +45.2% | +6.4% | +38.7% | +42.9% |
| 6M | +286.8% | +0.6% | +286.2% | +284.7% |
| YTD | +354.8% | +18.8% | +335.9% | +333.0% |
| 1Y | +358.3% | +31.0% | +327.2% | +325.0% |
| 3Y | +724.9% | +118.1% | +606.8% | +566.5% |
| 5Y | +1,193.7% | +193.0% | +1,000.7% | +844.5% |
| All | +4,404.4% | +220.1% | +4,184.3% | +3,031.7% |
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