+120.6%
IBM vs ITUB
+186.4%
-65.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +3.8% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +1.5% | +2.6% | -1.0% | +1.1% |
| 3M | -12.9% | +8.4% | -21.3% | -14.3% |
| 6M | -3.9% | -0.5% | -3.4% | -4.3% |
| YTD | -17.3% | +15.3% | -32.6% | -19.4% |
| 1Y | -5.0% | +28.7% | -33.7% | -8.9% |
| 3Y | +78.2% | +118.7% | -40.4% | +57.7% |
| 5Y | +120.6% | +182.7% | -62.0% | +86.2% |
| All | +120.6% | +186.4% | -65.7% | +86.2% |
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