-37.8%
NFLX vs ITUB
+30.8%
-68.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.3% |
| 7D | -4.2% | +8.7% | -13.0% | -4.4% |
| 30D | +5.5% | -0.7% | +6.2% | +5.4% |
| 3M | -4.1% | +7.8% | -11.8% | -4.4% |
| 6M | -20.7% | -3.4% | -17.3% | -20.7% |
| YTD | -16.5% | +16.3% | -32.8% | -18.7% |
| 1Y | -37.8% | +29.8% | -67.6% | -41.4% |
| All | -37.8% | +30.8% | -68.5% | -41.4% |
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