-10.4%
DOW vs ITUB
+82.9%
-93.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | -0.2% |
| 7D | -2.9% | +8.2% | -11.2% | -5.6% |
| 30D | +2.0% | +4.7% | -2.7% | +0.1% |
| 3M | -12.5% | +13.0% | -25.5% | -16.8% |
| 6M | -9.2% | +4.2% | -13.4% | -12.3% |
| YTD | +30.8% | +18.6% | +12.2% | +19.4% |
| 1Y | +29.4% | +31.3% | -1.9% | +13.1% |
| 3Y | -34.6% | +124.9% | -159.4% | -54.9% |
| 5Y | -35.9% | +195.6% | -231.6% | -63.6% |
| All | -10.4% | +82.9% | -93.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling