-43.8%
ILMN vs ITUB
+181.1%
-225.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -23.8% | -22.2% | -1.6% | -20.4% |
| 3M | +7.5% | +2.7% | +4.8% | +5.9% |
| 6M | +42.8% | -3.0% | +45.7% | +41.8% |
| YTD | +57.8% | +7.5% | +50.3% | +52.3% |
| 1Y | +72.6% | +10.5% | +62.1% | +65.3% |
| 3Y | +129.3% | +81.0% | +48.3% | +96.1% |
| All | -43.8% | +181.1% | -225.0% | -57.0% |
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 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