+197.3%
SONY vs ITUB
+1,902.7%
-1,705.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -1.6% | +2.6% | -4.2% | -2.5% |
| 3M | +10.0% | +8.4% | +1.6% | +7.0% |
| 6M | +8.4% | -0.5% | +9.0% | +7.7% |
| YTD | -8.4% | +15.3% | -23.7% | -13.0% |
| 1Y | -18.4% | +28.7% | -47.1% | -25.0% |
| 3Y | +41.0% | +118.7% | -77.7% | +10.2% |
| 5Y | +9.3% | +182.7% | -173.4% | -23.3% |
| 10Y | +281.7% | +207.6% | +74.1% | +131.9% |
| All | +197.3% | +1,902.7% | -1,705.4% | +8.6% |
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