+13,503.3%
GOOGL vs ITUB
+1,387.4%
+12,115.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | +1.1% | +8.2% | -7.2% | -1.0% |
| 30D | -4.4% | +4.7% | -9.1% | -5.6% |
| 3M | -6.8% | +13.0% | -19.8% | -9.9% |
| 6M | +13.6% | +4.2% | +9.4% | +11.9% |
| YTD | +8.3% | +18.6% | -10.2% | +3.0% |
| 1Y | +44.9% | +31.3% | +13.7% | +34.0% |
| 3Y | +150.5% | +124.9% | +25.6% | +99.1% |
| 5Y | +137.7% | +195.6% | -57.9% | +69.9% |
| 10Y | +750.9% | +196.4% | +554.5% | +456.2% |
| All | +13,503.3% | +1,387.4% | +12,115.8% | +5,015.3% |
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