+247.9%
SOXX vs ITUB
+186.2%
+61.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -10.2% | +6.4% | -16.6% | -11.9% |
| 6M | +54.2% | +0.6% | +53.6% | +53.4% |
| YTD | +75.2% | +18.8% | +56.4% | +67.8% |
| 1Y | +107.5% | +31.0% | +76.5% | +93.9% |
| 3Y | +226.8% | +118.1% | +108.7% | +171.6% |
| All | +247.9% | +186.2% | +61.7% | +172.1% |
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