+1,121.8%
ITW vs ITUB
+1,902.7%
-780.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -10.4% | +2.6% | -12.9% | -11.1% |
| 3M | +3.5% | +8.4% | -4.9% | +1.0% |
| 6M | -3.4% | -0.5% | -2.8% | -3.9% |
| YTD | +8.5% | +15.3% | -6.8% | +3.7% |
| 1Y | +3.2% | +28.7% | -25.5% | -4.3% |
| 3Y | +18.9% | +118.7% | -99.8% | -5.2% |
| 5Y | +35.0% | +182.7% | -147.6% | -2.6% |
| 10Y | +188.6% | +207.6% | -18.9% | +86.1% |
| All | +1,121.8% | +1,902.7% | -780.9% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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