+28.1%
ISRG vs ITUB
+181.9%
-153.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -6.8% | +3.7% | -10.5% | -7.4% |
| 30D | +5.1% | -24.9% | +30.0% | +10.2% |
| 3M | +12.0% | +0.8% | +11.3% | +10.3% |
| 6M | +7.0% | -6.6% | +13.6% | +6.8% |
| YTD | -20.6% | +7.8% | -28.4% | -23.3% |
| 1Y | -21.4% | +7.4% | -28.8% | -24.1% |
| 3Y | +62.0% | +78.8% | -16.8% | +40.0% |
| 5Y | +28.1% | +179.9% | -151.7% | -0.7% |
| All | +28.1% | +181.9% | -153.7% | -0.7% |
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 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