+6,488.3%
ILMN vs ITUB
+1,920.1%
+4,568.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | +8.7% | -7.5% | -0.8% |
| 30D | +9.2% | -0.7% | +9.9% | +9.3% |
| 3M | +29.8% | +7.8% | +22.1% | +27.3% |
| 6M | +69.2% | -3.4% | +72.6% | +69.8% |
| YTD | +66.4% | +16.3% | +50.1% | +59.0% |
| 1Y | +123.4% | +29.8% | +93.6% | +107.6% |
| 3Y | +33.2% | +111.1% | -77.9% | +9.0% |
| 5Y | -52.0% | +173.6% | -225.5% | -64.2% |
| 10Y | +33.6% | +193.2% | -159.6% | -10.5% |
| All | +6,488.3% | +1,920.1% | +4,568.2% | +2,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling