+21.2%
ILMN vs ITUB
+219.0%
-197.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | -9.2% | +1.0% | -10.2% | -9.4% |
| 30D | +4.4% | +10.7% | -6.3% | +2.2% |
| 3M | +23.9% | +10.1% | +13.8% | +21.2% |
| 6M | +64.5% | -0.1% | +64.6% | +63.9% |
| YTD | +53.5% | +18.4% | +35.0% | +46.8% |
| 1Y | +110.8% | +31.3% | +79.5% | +97.1% |
| 3Y | +30.7% | +124.6% | -94.0% | +8.4% |
| 5Y | -54.8% | +192.0% | -246.8% | -65.4% |
| All | +21.2% | +219.0% | -197.7% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling