-10.0%
DIS vs ITUB
+28.5%
-38.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +1.0% | +2.6% | -1.6% | +0.6% |
| 3M | +5.7% | +8.4% | -2.7% | +4.0% |
| 6M | +3.3% | -0.5% | +3.8% | +3.0% |
| YTD | -7.7% | +15.3% | -23.0% | -10.6% |
| 1Y | -10.0% | +28.7% | -38.7% | -15.4% |
| All | -10.0% | +28.5% | -38.5% | -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