+52.8%
ECL vs ITUB
+114.2%
-61.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.3% | +2.6% | -6.9% | -4.8% |
| 3M | +3.2% | +8.4% | -5.2% | +1.5% |
| 6M | -2.9% | -0.5% | -2.4% | -3.1% |
| YTD | +4.3% | +15.3% | -11.0% | +1.7% |
| 1Y | +1.6% | +28.7% | -27.1% | -2.5% |
| All | +52.8% | +114.2% | -61.5% | +28.8% |
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