+31.0%
DIS vs ITUB
+169.9%
-138.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | +8.9% | -25.4% | +34.3% | +15.6% |
| 3M | +14.5% | -0.3% | +14.8% | +13.2% |
| 6M | +12.2% | -8.0% | +20.2% | +12.6% |
| YTD | +4.7% | +5.2% | -0.5% | +1.2% |
| 1Y | +2.8% | +7.4% | -4.6% | -1.3% |
| 3Y | +38.1% | +74.5% | -36.4% | +15.8% |
| 5Y | -23.6% | +175.8% | -199.4% | -44.5% |
| All | +31.0% | +169.9% | -138.9% | -4.4% |
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 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