-3.3%
IDXX vs ITUB
+9.1%
-12.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.3% | +0.6% | +3.7% |
| 7D | +24.1% | -1.6% | +25.7% | +24.2% |
| 30D | +32.5% | -26.6% | +59.1% | +34.1% |
| 3M | +18.8% | -11.0% | +29.8% | +17.7% |
| 6M | +24.0% | -13.0% | +37.1% | +23.3% |
| YTD | +3.3% | +3.9% | -0.7% | +2.8% |
| 1Y | -3.3% | +9.8% | -13.1% | -4.0% |
| All | -3.3% | +9.1% | -12.3% | -4.0% |
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