-53.1%
ILMN vs ITUB
+181.4%
-234.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.2% | -3.7% |
| 7D | +1.9% | +8.2% | -6.3% | +0.3% |
| 30D | +12.3% | +4.7% | +7.6% | +11.2% |
| 3M | +33.5% | +13.0% | +20.5% | +30.2% |
| 6M | +69.4% | +4.2% | +65.2% | +67.4% |
| YTD | +60.9% | +18.6% | +42.4% | +54.0% |
| 1Y | +115.0% | +31.3% | +83.7% | +101.1% |
| 3Y | +37.0% | +124.9% | -87.9% | +14.9% |
| 5Y | -53.1% | +195.6% | -248.7% | -63.3% |
| All | -53.1% | +181.4% | -234.5% | -63.3% |
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