+102.3%
INTC vs ITUB
+185.6%
-83.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.3% |
| 7D | +9.4% | +1.0% | +8.5% | +9.1% |
| 30D | +2.7% | +10.7% | -8.0% | -0.2% |
| 3M | -6.3% | +10.1% | -16.3% | -8.7% |
| 6M | +114.5% | -0.1% | +114.6% | +114.0% |
| YTD | +171.9% | +18.4% | +153.5% | +162.2% |
| 1Y | +305.0% | +31.3% | +273.7% | +281.6% |
| 3Y | +168.3% | +124.6% | +43.7% | +127.9% |
| 5Y | +102.3% | +192.0% | -89.7% | +57.8% |
| All | +102.3% | +185.6% | -83.3% | +57.8% |
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