+22.3%
DIS vs ITUB
+197.6%
-175.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +1.0% | +2.6% | -1.6% | +0.3% |
| 3M | +5.7% | +8.4% | -2.7% | +3.4% |
| 6M | +3.3% | -0.5% | +3.8% | +2.8% |
| YTD | -7.7% | +15.3% | -23.0% | -11.6% |
| 1Y | -10.0% | +28.7% | -38.7% | -16.1% |
| 3Y | +31.7% | +118.7% | -86.9% | +6.1% |
| 5Y | -42.2% | +182.7% | -224.9% | -57.5% |
| 10Y | +22.3% | +207.6% | -185.2% | -13.2% |
| All | +22.3% | +197.6% | -175.2% | -13.2% |
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