-23.0%
IDXX vs ITUB
+186.2%
-209.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -5.7% | +2.2% | -7.9% | -6.1% |
| 30D | -11.5% | +12.6% | -24.2% | -13.6% |
| 3M | -9.5% | +6.4% | -15.9% | -10.9% |
| 6M | -16.0% | +0.6% | -16.5% | -16.4% |
| YTD | -25.4% | +18.8% | -44.2% | -28.3% |
| 1Y | -21.8% | +31.0% | -52.8% | -26.4% |
| 3Y | +7.0% | +118.1% | -111.0% | -8.8% |
| All | -23.0% | +186.2% | -209.1% | -35.6% |
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