-13.3%
IBM vs ITUB
+9.0%
-22.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.5% |
| 7D | +0.4% | -1.6% | +2.1% | +0.5% |
| 30D | +14.8% | -26.6% | +41.4% | +17.1% |
| 3M | +8.9% | -11.1% | +20.0% | +8.6% |
| 6M | +12.4% | -13.1% | +25.5% | +11.8% |
| YTD | -12.4% | +3.9% | -16.3% | -14.3% |
| 1Y | -13.3% | +9.8% | -23.0% | -16.6% |
| All | -13.3% | +9.0% | -22.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling