+17.4%
ISRG vs ITUB
+125.3%
-107.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.0% |
| 7D | -5.2% | +8.2% | -13.4% | -7.0% |
| 30D | -7.6% | +4.7% | -12.3% | -8.7% |
| 3M | -16.4% | +13.0% | -29.4% | -19.0% |
| 6M | -28.6% | +4.2% | -32.7% | -29.6% |
| YTD | -38.2% | +18.6% | -56.7% | -41.1% |
| 1Y | -25.5% | +31.3% | -56.7% | -31.2% |
| 3Y | +17.4% | +124.9% | -107.5% | -8.7% |
| All | +17.4% | +125.3% | -107.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling