+1,537.1%
SOXX vs ITUB
+220.1%
+1,317.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | +2.2% | -0.8% | +0.7% |
| 30D | -3.6% | +12.6% | -16.2% | -7.0% |
| 3M | -10.2% | +6.4% | -16.6% | -12.0% |
| 6M | +54.2% | +0.6% | +53.6% | +53.4% |
| YTD | +75.2% | +18.8% | +56.4% | +66.4% |
| 1Y | +107.5% | +31.0% | +76.5% | +91.5% |
| 3Y | +226.8% | +118.1% | +108.7% | +158.7% |
| 5Y | +251.2% | +193.0% | +58.2% | +146.7% |
| All | +1,537.1% | +220.1% | +1,317.0% | +998.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling