+21,510.3%
ISRG vs ITUB
+1,728.2%
+19,782.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.5% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | +4.2% | -25.4% | +29.7% | +12.1% |
| 3M | +9.6% | -0.3% | +9.9% | +8.1% |
| 6M | +1.9% | -8.0% | +9.8% | +2.3% |
| YTD | -22.3% | +5.2% | -27.6% | -25.3% |
| 1Y | -23.2% | +7.4% | -30.6% | -26.7% |
| 3Y | +58.5% | +74.5% | -16.0% | +29.9% |
| 5Y | +23.9% | +175.8% | -151.9% | -14.0% |
| 10Y | +536.7% | +164.4% | +372.3% | +301.6% |
| All | +21,510.3% | +1,728.2% | +19,782.1% | +6,652.8% |
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