+147.3%
IBM vs ITUB
+175.8%
-28.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +9.2% | -22.2% | +31.4% | +13.9% |
| 3M | +4.9% | +2.7% | +2.2% | +2.9% |
| 6M | +16.8% | -3.0% | +19.7% | +15.5% |
| YTD | -14.3% | +7.5% | -21.8% | -17.3% |
| 1Y | -16.7% | +10.5% | -27.2% | -20.2% |
| 3Y | +82.2% | +81.0% | +1.2% | +55.0% |
| 5Y | +149.9% | +181.8% | -31.9% | +86.3% |
| All | +147.3% | +175.8% | -28.5% | +79.8% |
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 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