+9.8%
ITUB vs ARWR
+59.7%
-50.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.9% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | -26.6% | -1.1% | -25.5% | -26.6% |
| 3M | -11.1% | -31.2% | +20.1% | -7.6% |
| 6M | -13.1% | -19.3% | +6.2% | -12.0% |
| YTD | +3.9% | -7.1% | +11.0% | +1.7% |
| 1Y | +9.8% | +62.9% | -53.1% | +1.9% |
| All | +9.8% | +59.7% | -50.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling