+156.3%
ECL vs ITUB
+220.1%
-63.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -0.8% | +12.6% | -13.4% | -3.4% |
| 3M | +5.0% | +6.4% | -1.4% | +3.4% |
| 6M | +0.2% | +0.6% | -0.3% | -0.3% |
| YTD | +5.8% | +18.8% | -13.1% | +1.3% |
| 1Y | +1.5% | +31.0% | -29.5% | -5.0% |
| 3Y | +55.0% | +118.1% | -63.1% | +27.8% |
| 5Y | +29.3% | +193.0% | -163.8% | -3.8% |
| All | +156.3% | +220.1% | -63.8% | +78.6% |
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