-4.9%
LYB vs ITUB
+186.2%
-191.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | +2.5% | +12.6% | -10.1% | +0.3% |
| 3M | +1.4% | +6.4% | -5.0% | +0.1% |
| 6M | -3.5% | +0.6% | -4.1% | -4.4% |
| YTD | +52.0% | +18.8% | +33.1% | +44.1% |
| 1Y | +22.1% | +31.0% | -9.0% | +12.6% |
| 3Y | -22.8% | +118.1% | -140.8% | -37.8% |
| All | -4.9% | +186.2% | -191.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling