+1,960.5%
EBAY vs ITUB
+1,902.7%
+57.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -3.6% | +2.6% | -6.2% | -4.3% |
| 3M | -4.4% | +8.4% | -12.9% | -6.6% |
| 6M | +12.1% | -0.5% | +12.6% | +11.4% |
| YTD | +19.9% | +15.3% | +4.7% | +14.9% |
| 1Y | +13.4% | +28.7% | -15.3% | +5.5% |
| 3Y | +150.5% | +118.7% | +31.8% | +102.0% |
| 5Y | +54.8% | +182.7% | -127.8% | +13.7% |
| 10Y | +268.1% | +207.6% | +60.5% | +136.9% |
| All | +1,960.5% | +1,902.7% | +57.8% | +736.7% |
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