+2,058.7%
NXPI vs ITUB
+118.5%
+1,940.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.5% |
| 7D | +6.8% | +1.9% | +4.9% | +6.1% |
| 30D | +20.0% | -22.2% | +42.2% | +27.9% |
| 3M | +14.8% | +2.7% | +12.1% | +11.3% |
| 6M | -10.5% | -3.0% | -7.5% | -11.9% |
| YTD | +23.7% | +7.5% | +16.2% | +16.9% |
| 1Y | +34.1% | +10.5% | +23.6% | +25.4% |
| 3Y | +51.2% | +81.0% | -29.8% | +19.1% |
| 5Y | +33.4% | +181.8% | -148.4% | -12.8% |
| 10Y | +209.2% | +170.2% | +39.1% | +83.7% |
| All | +2,058.7% | +118.5% | +1,940.2% | +1,028.5% |
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