+147.5%
IBM vs ITUB
+173.2%
-25.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +6.8% | -25.4% | +32.2% | +10.0% |
| 3M | +4.4% | -0.3% | +4.7% | +3.3% |
| 6M | +13.2% | -8.0% | +21.1% | +12.9% |
| YTD | -15.1% | +5.2% | -20.4% | -16.8% |
| 1Y | -20.2% | +7.4% | -27.6% | -22.1% |
| 3Y | +79.3% | +74.5% | +4.8% | +63.3% |
| 5Y | +147.5% | +175.8% | -28.4% | +113.5% |
| All | +147.5% | +173.2% | -25.8% | +113.5% |
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