+1,906.5%
INTU vs ITUB
+1,772.8%
+133.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.2% |
| 7D | -3.9% | +3.7% | -7.6% | -4.6% |
| 30D | +12.0% | -24.9% | +36.9% | +17.7% |
| 3M | +2.3% | +0.8% | +1.5% | +1.0% |
| 6M | -12.1% | -6.6% | -5.5% | -12.4% |
| YTD | -47.5% | +7.8% | -55.3% | -49.7% |
| 1Y | -46.9% | +7.4% | -54.3% | -49.1% |
| 3Y | -33.5% | +78.8% | -112.2% | -43.4% |
| 5Y | -41.2% | +179.9% | -221.1% | -55.6% |
| 10Y | +233.5% | +170.9% | +62.6% | +136.1% |
| All | +1,906.5% | +1,772.8% | +133.7% | +910.8% |
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 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