+165.5%
YUM vs ITUB
+220.1%
-54.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | +2.2% | -8.3% | -6.4% |
| 30D | -5.8% | +12.6% | -18.4% | -7.9% |
| 3M | -7.6% | +6.4% | -14.0% | -8.8% |
| 6M | -9.1% | +0.6% | -9.7% | -9.7% |
| YTD | -5.5% | +18.8% | -24.4% | -9.2% |
| 1Y | -3.7% | +31.0% | -34.7% | -9.2% |
| 3Y | +17.8% | +118.1% | -100.3% | -0.4% |
| 5Y | +19.3% | +193.0% | -173.8% | -7.3% |
| All | +165.5% | +220.1% | -54.6% | +95.1% |
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 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