+223.9%
NXPI vs ITUB
+220.1%
+3.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +3.9% | +2.2% | +1.6% | +3.2% |
| 30D | +1.4% | +12.6% | -11.2% | -2.1% |
| 3M | -21.5% | +6.4% | -27.9% | -23.2% |
| 6M | +19.4% | +0.6% | +18.8% | +18.2% |
| YTD | +9.9% | +18.8% | -8.9% | +3.5% |
| 1Y | +7.9% | +31.0% | -23.1% | -1.5% |
| 3Y | +22.7% | +118.1% | -95.4% | -4.4% |
| 5Y | +22.1% | +193.0% | -171.0% | -16.3% |
| All | +223.9% | +220.1% | +3.8% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling