+207.1%
ITUB vs ARWR
+1,080.6%
-873.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +1.0% | -4.3% | +5.3% | +1.4% |
| 30D | +10.7% | -7.3% | +18.0% | +11.5% |
| 3M | +10.1% | +17.0% | -6.9% | +8.1% |
| 6M | -0.1% | +39.8% | -39.9% | -3.7% |
| YTD | +18.4% | +24.7% | -6.2% | +15.1% |
| 1Y | +31.3% | +186.5% | -155.2% | +17.7% |
| 3Y | +124.6% | +176.8% | -52.2% | +93.8% |
| 5Y | +192.0% | +29.3% | +162.6% | +161.5% |
| All | +207.1% | +1,080.6% | -873.5% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling