+96.7%
DGX vs ITUB
+120.9%
-24.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.9% | +2.2% | -3.1% | -1.1% |
| 30D | -1.2% | +12.6% | -13.8% | -2.4% |
| 3M | +15.8% | +6.4% | +9.4% | +14.8% |
| 6M | +18.2% | +0.6% | +17.6% | +17.7% |
| YTD | +37.2% | +18.8% | +18.4% | +32.9% |
| 1Y | +30.4% | +31.0% | -0.7% | +24.4% |
| 3Y | +96.7% | +118.1% | -21.4% | +66.9% |
| All | +96.7% | +120.9% | -24.2% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling