+143.8%
IBM vs ITUB
+220.1%
-76.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.6% | +2.2% | +1.4% | +3.1% |
| 30D | +3.1% | +12.6% | -9.5% | +0.5% |
| 3M | -10.8% | +6.4% | -17.3% | -12.3% |
| 6M | -0.8% | +0.6% | -1.4% | -1.5% |
| YTD | -16.2% | +18.8% | -35.0% | -19.7% |
| 1Y | -2.9% | +31.0% | -33.9% | -9.0% |
| 3Y | +79.8% | +118.1% | -38.2% | +49.3% |
| 5Y | +124.9% | +193.0% | -68.1% | +69.4% |
| All | +143.8% | +220.1% | -76.3% | +73.9% |
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