+1,419.6%
EAT vs ITUB
+1,920.1%
-500.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | 0.0% | +8.7% | -8.7% | -2.5% |
| 30D | +1.9% | -0.7% | +2.6% | +2.0% |
| 3M | +68.7% | +7.8% | +60.9% | +64.6% |
| 6M | +66.9% | -3.4% | +70.3% | +67.9% |
| YTD | +60.4% | +16.3% | +44.1% | +52.7% |
| 1Y | +44.0% | +29.8% | +14.2% | +32.2% |
| 3Y | +604.7% | +111.1% | +493.6% | +451.9% |
| 5Y | +347.0% | +173.6% | +173.5% | +211.6% |
| 10Y | +390.8% | +193.2% | +197.5% | +224.2% |
| All | +1,419.6% | +1,920.1% | -500.5% | +704.4% |
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