+379.9%
EAT vs ITUB
+181.1%
+198.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -4.0% | +1.9% | -5.9% | -4.3% |
| 30D | -2.9% | -22.2% | +19.3% | +0.7% |
| 3M | -16.9% | +2.7% | -19.6% | -19.3% |
| 6M | +57.0% | -3.0% | +59.9% | +54.2% |
| YTD | +38.2% | +7.5% | +30.7% | +32.9% |
| 1Y | +69.3% | +10.5% | +58.8% | +61.8% |
| 3Y | +483.0% | +81.0% | +402.0% | +394.7% |
| All | +379.9% | +181.1% | +198.7% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling