+124.9%
ITUB vs ARWR
+181.4%
-56.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | +8.2% | +2.9% | +5.4% | +8.0% |
| 30D | +4.7% | -2.9% | +7.6% | +4.9% |
| 3M | +13.0% | +15.2% | -2.2% | +11.3% |
| 6M | +4.2% | +42.3% | -38.1% | +0.5% |
| YTD | +18.6% | +28.2% | -9.6% | +15.2% |
| 1Y | +31.3% | +213.2% | -182.0% | +19.1% |
| 3Y | +124.9% | +184.6% | -59.8% | +97.0% |
| All | +124.9% | +181.4% | -56.5% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling