+195.6%
ITUB vs ARWR
+29.5%
+166.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | +13.0% | +15.2% | -2.2% | +11.2% |
| 6M | +4.2% | +42.3% | -38.1% | +0.2% |
| YTD | +18.6% | +28.2% | -9.6% | +14.9% |
| 1Y | +31.3% | +213.2% | -182.0% | +17.1% |
| 3Y | +124.9% | +184.6% | -59.8% | +93.9% |
| 5Y | +195.6% | +29.2% | +166.4% | +158.7% |
| All | +195.6% | +29.5% | +166.1% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling