-3.0%
ISRG vs ITUB
+181.4%
-184.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.9% |
| 7D | -5.2% | +8.2% | -13.4% | -6.6% |
| 30D | -7.6% | +4.7% | -12.3% | -8.5% |
| 3M | -16.4% | +13.0% | -29.4% | -18.5% |
| 6M | -28.6% | +4.2% | -32.7% | -29.4% |
| YTD | -38.2% | +18.6% | -56.7% | -40.5% |
| 1Y | -25.5% | +31.3% | -56.7% | -29.8% |
| 3Y | +17.4% | +124.9% | -107.5% | -0.3% |
| 5Y | -3.0% | +195.6% | -198.6% | -23.0% |
| All | -3.0% | +181.4% | -184.4% | -23.0% |
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