+123.9%
SBUX vs ITUB
+220.1%
-96.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -5.5% | +2.2% | -7.7% | -6.0% |
| 30D | -8.5% | +12.6% | -21.1% | -11.1% |
| 3M | -2.9% | +6.4% | -9.3% | -4.7% |
| 6M | -1.5% | +0.6% | -2.1% | -2.3% |
| YTD | +19.4% | +18.8% | +0.5% | +13.6% |
| 1Y | +22.9% | +31.0% | -8.1% | +14.0% |
| 3Y | +11.3% | +118.1% | -106.8% | -10.3% |
| 5Y | -6.9% | +193.0% | -199.9% | -32.4% |
| All | +123.9% | +220.1% | -96.2% | +53.9% |
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 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