+1,839.3%
INTU vs ITUB
+1,920.1%
-80.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -7.1% | +8.7% | -15.8% | -8.7% |
| 30D | +1.5% | -0.7% | +2.1% | +1.4% |
| 3M | +10.7% | +7.8% | +2.9% | +8.5% |
| 6M | -23.8% | -3.4% | -20.4% | -24.1% |
| YTD | -49.3% | +16.3% | -65.6% | -51.6% |
| 1Y | -49.7% | +29.8% | -79.5% | -53.2% |
| 3Y | -38.0% | +111.1% | -149.1% | -48.5% |
| 5Y | -38.7% | +173.6% | -212.3% | -53.1% |
| 10Y | +221.3% | +193.2% | +28.1% | +125.6% |
| All | +1,839.3% | +1,920.1% | -80.8% | +872.4% |
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