+372.3%
EAT vs ITUB
+219.0%
+153.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.3% |
| 7D | -6.2% | +1.0% | -7.2% | -6.6% |
| 30D | -3.0% | +10.7% | -13.7% | -6.9% |
| 3M | +45.6% | +10.1% | +35.6% | +39.9% |
| 6M | +53.5% | -0.1% | +53.7% | +52.7% |
| YTD | +49.6% | +18.4% | +31.2% | +38.9% |
| 1Y | +38.9% | +31.3% | +7.6% | +23.2% |
| 3Y | +589.7% | +124.6% | +465.0% | +381.1% |
| 5Y | +318.7% | +192.0% | +126.7% | +143.2% |
| All | +372.3% | +219.0% | +153.3% | +181.7% |
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