-10.1%
DIS vs ITUB
+30.8%
-40.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -2.6% | +8.7% | -11.3% | -3.5% |
| 30D | +3.5% | -0.7% | +4.2% | +3.4% |
| 3M | +6.8% | +7.8% | -1.0% | +5.3% |
| 6M | +3.0% | -3.4% | +6.4% | +3.0% |
| YTD | -6.7% | +16.3% | -23.0% | -9.6% |
| 1Y | -10.1% | +29.8% | -39.9% | -15.4% |
| All | -10.1% | +30.8% | -40.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling