+1,284.5%
VRSN vs ITUB
+1,959.7%
-675.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.3% | -3.9% |
| 7D | -2.1% | +8.2% | -10.4% | -4.2% |
| 30D | -3.9% | +4.7% | -8.6% | -5.2% |
| 3M | -0.1% | +13.0% | -13.1% | -3.8% |
| 6M | +16.4% | +4.2% | +12.2% | +13.9% |
| YTD | +17.2% | +18.6% | -1.3% | +10.2% |
| 1Y | +1.0% | +31.3% | -30.3% | -7.9% |
| 3Y | +39.1% | +124.9% | -85.8% | +7.3% |
| 5Y | +29.0% | +195.6% | -166.6% | -11.4% |
| 10Y | +275.8% | +196.4% | +79.4% | +128.3% |
| All | +1,284.5% | +1,959.7% | -675.3% | +228.5% |
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 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