+605.0%
EAT vs ITUB
+114.2%
+490.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.5% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -5.4% | +2.6% | -8.0% | -6.1% |
| 3M | +42.8% | +8.4% | +34.3% | +39.5% |
| 6M | +56.5% | -0.5% | +57.1% | +56.0% |
| YTD | +50.0% | +15.3% | +34.7% | +45.1% |
| 1Y | +38.3% | +28.7% | +9.6% | +30.0% |
| All | +605.0% | +114.2% | +490.8% | +452.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling