+490.2%
INTC vs ITUB
+1,959.7%
-1,469.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.0% | +7.1% | +8.5% |
| 7D | +17.4% | +8.2% | +9.2% | +14.9% |
| 30D | +2.8% | +4.7% | -1.9% | +1.3% |
| 3M | -5.3% | +13.0% | -18.3% | -8.5% |
| 6M | +140.6% | +4.2% | +136.4% | +137.9% |
| YTD | +183.1% | +18.6% | +164.6% | +170.4% |
| 1Y | +326.8% | +31.3% | +295.5% | +295.4% |
| 3Y | +179.4% | +124.9% | +54.6% | +120.9% |
| 5Y | +111.7% | +195.6% | -83.9% | +49.8% |
| 10Y | +253.8% | +196.4% | +57.4% | +129.8% |
| All | +490.2% | +1,959.7% | -1,469.5% | +90.7% |
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