+17,914.7%
ISRG vs ITUB
+1,920.1%
+15,994.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.6% | +8.7% | -10.3% | -3.9% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | -12.4% | +7.8% | -20.2% | -14.5% |
| 6M | -26.8% | -3.4% | -23.4% | -26.6% |
| YTD | -35.3% | +16.3% | -51.5% | -38.6% |
| 1Y | -19.3% | +29.8% | -49.1% | -26.0% |
| 3Y | +18.1% | +111.1% | -92.9% | -7.1% |
| 5Y | +2.6% | +173.6% | -170.9% | -28.0% |
| 10Y | +379.4% | +193.2% | +186.2% | +197.0% |
| All | +17,914.7% | +1,920.1% | +15,994.7% | +5,451.8% |
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