+2,411.5%
SBUX vs ITUB
+1,959.7%
+451.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.8% |
| 7D | -3.9% | +8.2% | -12.1% | -5.8% |
| 30D | -2.8% | +4.7% | -7.5% | -4.1% |
| 3M | +8.2% | +13.0% | -4.8% | +4.6% |
| 6M | +4.3% | +4.2% | +0.1% | +2.5% |
| YTD | +23.3% | +18.6% | +4.8% | +17.2% |
| 1Y | +24.3% | +31.3% | -7.0% | +14.9% |
| 3Y | +15.5% | +124.9% | -109.4% | -8.3% |
| 5Y | -2.7% | +195.6% | -198.3% | -30.0% |
| 10Y | +128.8% | +196.4% | -67.5% | +51.0% |
| All | +2,411.5% | +1,959.7% | +451.8% | +1,068.2% |
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