+13,164.2%
GOOG vs ITUB
+1,346.3%
+11,818.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | +2.6% | -10.2% | -8.3% |
| 3M | -9.3% | +8.4% | -17.7% | -11.4% |
| 6M | +7.4% | -0.5% | +8.0% | +7.1% |
| YTD | +4.9% | +15.3% | -10.4% | +0.4% |
| 1Y | +37.2% | +28.7% | +8.5% | +27.5% |
| 3Y | +141.6% | +118.7% | +23.0% | +93.4% |
| 5Y | +128.8% | +182.7% | -53.9% | +65.5% |
| 10Y | +772.7% | +207.6% | +565.1% | +464.9% |
| All | +13,164.2% | +1,346.3% | +11,818.0% | +4,924.4% |
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