+10.3%
SONY vs ITUB
+186.2%
-175.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +13.0% | +6.4% | +6.6% | +11.1% |
| 6M | +11.2% | +0.6% | +10.6% | +10.5% |
| YTD | -6.6% | +18.8% | -25.5% | -11.0% |
| 1Y | -18.1% | +31.0% | -49.1% | -23.8% |
| 3Y | +42.1% | +118.1% | -76.0% | +17.6% |
| All | +10.3% | +186.2% | -175.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling