+42.1%
SONY vs ITUB
+120.9%
-78.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | +1.5% | +12.6% | -11.1% | -1.5% |
| 3M | +13.0% | +6.4% | +6.6% | +10.8% |
| 6M | +11.2% | +0.6% | +10.6% | +10.4% |
| YTD | -6.6% | +18.8% | -25.5% | -12.0% |
| 1Y | -18.1% | +31.0% | -49.1% | -25.3% |
| 3Y | +42.1% | +118.1% | -76.0% | +9.8% |
| All | +42.1% | +120.9% | -78.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling