-41.5%
DIS vs ITUB
+181.4%
-222.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -1.1% | +8.2% | -9.3% | -2.6% |
| 30D | +0.1% | +4.7% | -4.6% | -0.8% |
| 3M | +7.1% | +13.0% | -5.9% | +4.3% |
| 6M | +4.3% | +4.2% | +0.1% | +3.0% |
| YTD | -6.9% | +18.6% | -25.5% | -10.7% |
| 1Y | -10.3% | +31.3% | -41.6% | -15.9% |
| 3Y | +32.8% | +124.9% | -92.1% | +9.2% |
| 5Y | -41.5% | +195.6% | -237.1% | -56.2% |
| All | -41.5% | +181.4% | -222.9% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling