+1,714.9%
NXPI vs ITUB
+141.0%
+1,573.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.4% |
| 7D | +0.7% | +8.2% | -7.6% | -1.9% |
| 30D | -6.6% | +4.7% | -11.3% | -8.1% |
| 3M | -25.4% | +13.0% | -38.4% | -28.5% |
| 6M | +11.9% | +4.2% | +7.8% | +9.4% |
| YTD | +4.0% | +18.6% | -14.5% | -2.6% |
| 1Y | +1.0% | +31.3% | -30.2% | -8.6% |
| 3Y | +16.3% | +124.9% | -108.6% | -12.7% |
| 5Y | +17.7% | +195.6% | -177.9% | -22.9% |
| 10Y | +195.8% | +196.4% | -0.6% | +73.1% |
| All | +1,714.9% | +141.0% | +1,573.9% | +839.9% |
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