+202.3%
ECL vs ITUB
+175.8%
+26.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | +7.5% | -22.2% | +29.7% | +12.4% |
| 3M | +12.2% | +2.7% | +9.5% | +10.1% |
| 6M | +24.6% | -3.0% | +27.5% | +23.4% |
| YTD | +18.8% | +7.5% | +11.2% | +14.7% |
| 1Y | +19.3% | +10.5% | +8.9% | +14.4% |
| 3Y | +78.2% | +81.0% | -2.8% | +50.9% |
| 5Y | +38.8% | +181.8% | -143.0% | +2.5% |
| All | +202.3% | +175.8% | +26.5% | +120.2% |
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