+851.8%
GLW vs ITUB
+220.1%
+631.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +7.8% | +2.2% | +5.6% | +7.1% |
| 30D | -0.4% | +12.6% | -13.0% | -4.1% |
| 3M | -5.6% | +6.4% | -12.0% | -7.6% |
| 6M | +26.7% | +0.6% | +26.1% | +26.1% |
| YTD | +91.0% | +18.8% | +72.2% | +82.0% |
| 1Y | +122.4% | +31.0% | +91.4% | +105.8% |
| 3Y | +471.0% | +118.1% | +352.9% | +349.9% |
| 5Y | +385.6% | +193.0% | +192.6% | +236.9% |
| All | +851.8% | +220.1% | +631.7% | +526.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling