+43.3%
DIS vs ITUB
+85.1%
-41.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +5.2% | +3.7% | +1.5% | +4.8% |
| 30D | +11.5% | -24.1% | +35.6% | +14.8% |
| 3M | +11.5% | -9.6% | +21.1% | +12.1% |
| 6M | +8.9% | -11.5% | +20.4% | +9.5% |
| YTD | +3.4% | +5.5% | -2.1% | +1.2% |
| 1Y | +7.2% | +9.9% | -2.7% | +4.2% |
| 3Y | +43.3% | +84.8% | -41.5% | +34.0% |
| All | +43.3% | +85.1% | -41.8% | +34.0% |
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