+1,702.7%
ITUB vs ARWR
+279.7%
+1,423.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.2% |
| 7D | +3.7% | -19.9% | +23.6% | +4.1% |
| 30D | -24.9% | -18.7% | -6.2% | -24.7% |
| 3M | +0.8% | -44.7% | +45.5% | +1.8% |
| 6M | -6.6% | -36.5% | +29.9% | -6.0% |
| YTD | +7.8% | -25.7% | +33.5% | +8.1% |
| 1Y | +7.4% | +18.9% | -11.6% | +6.7% |
| 3Y | +78.8% | +83.1% | -4.3% | +75.2% |
| 5Y | +179.9% | -34.9% | +214.8% | +177.5% |
| 10Y | +170.9% | +1,080.9% | -910.0% | +152.2% |
| All | +1,702.7% | +279.7% | +1,423.0% | +1,461.2% |
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