+1,844.4%
ITUB vs ARWR
+564.2%
+1,280.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +8.7% | +1.7% | +7.0% | +8.7% |
| 30D | -0.7% | -0.7% | 0.0% | -0.7% |
| 3M | +7.8% | +14.9% | -7.1% | +7.5% |
| 6M | -3.4% | +32.6% | -36.0% | -4.0% |
| YTD | +16.3% | +30.0% | -13.8% | +15.6% |
| 1Y | +29.8% | +208.4% | -178.5% | +27.0% |
| 3Y | +111.1% | +208.8% | -97.7% | +105.0% |
| 5Y | +173.6% | +27.8% | +145.7% | +168.2% |
| 10Y | +193.2% | +1,107.6% | -914.3% | +172.2% |
| All | +1,844.4% | +564.2% | +1,280.3% | +1,568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling