+138.3%
GOOGL vs ITUB
+185.6%
-47.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -3.2% | +10.7% | -13.9% | -5.1% |
| 3M | -6.6% | +10.1% | -16.7% | -8.5% |
| 6M | +8.5% | -0.1% | +8.6% | +8.2% |
| YTD | +6.5% | +18.4% | -11.9% | +2.8% |
| 1Y | +39.4% | +31.3% | +8.1% | +31.9% |
| 3Y | +146.2% | +124.6% | +21.6% | +110.8% |
| 5Y | +138.3% | +192.0% | -53.6% | +92.8% |
| All | +138.3% | +185.6% | -47.3% | +92.8% |
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