+30.8%
SOXX vs ITUB
+10.1%
+20.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +0.1% | -70.9% | -70.8% |
| 7D | -23.0% | -1.0% | -22.0% | -22.9% |
| 30D | -32.9% | -28.1% | -4.7% | -27.7% |
| 3M | -25.3% | -11.1% | -14.2% | -26.0% |
| 6M | -17.8% | -14.0% | -3.8% | -17.4% |
| YTD | +32.1% | +4.1% | +28.0% | +26.9% |
| 1Y | +30.8% | +8.5% | +22.3% | +22.0% |
| All | +30.8% | +10.1% | +20.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling