+1,968.7%
YUM vs ITUB
+1,957.3%
+11.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | -0.1% | +10.7% | -10.8% | -2.3% |
| 3M | -4.3% | +10.1% | -14.3% | -6.3% |
| 6M | -8.7% | -0.1% | -8.6% | -9.2% |
| YTD | -3.5% | +18.4% | -21.9% | -7.6% |
| 1Y | +0.5% | +31.3% | -30.8% | -6.0% |
| 3Y | +20.5% | +124.6% | -104.1% | -0.6% |
| 5Y | +21.8% | +192.0% | -170.2% | -7.5% |
| 10Y | +176.5% | +216.0% | -39.5% | +90.7% |
| All | +1,968.7% | +1,957.3% | +11.5% | +1,000.5% |
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