+93.9%
ILMN vs ITUB
+9.0%
+84.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.4% |
| 7D | -21.6% | -1.6% | -19.9% | -21.3% |
| 30D | -22.9% | -26.6% | +3.7% | -19.6% |
| 3M | +11.6% | -11.1% | +22.7% | +12.6% |
| 6M | +62.5% | -13.1% | +75.6% | +64.3% |
| YTD | +72.7% | +3.9% | +68.9% | +66.3% |
| 1Y | +93.9% | +9.8% | +84.1% | +81.6% |
| All | +93.9% | +9.0% | +84.8% | +81.6% |
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 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