+50.6%
LYB vs ITUB
+9.1%
+41.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.0% | -4.3% |
| 7D | -6.2% | -1.6% | -4.6% | -6.3% |
| 30D | +6.3% | -26.6% | +32.9% | +2.9% |
| 3M | +4.1% | -11.0% | +15.1% | +4.0% |
| 6M | -15.5% | -13.0% | -2.4% | -15.7% |
| YTD | +50.2% | +3.9% | +46.3% | +47.1% |
| 1Y | +50.6% | +9.8% | +40.8% | +42.7% |
| All | +50.6% | +9.1% | +41.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling