+29.2%
ECL vs ITUB
+194.5%
-165.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -0.8% | +8.2% | -9.0% | -1.9% |
| 30D | -2.5% | +4.7% | -7.2% | -3.2% |
| 3M | +8.3% | +13.0% | -4.7% | +6.2% |
| 6M | -1.1% | +4.2% | -5.3% | -1.9% |
| YTD | +6.5% | +18.6% | -12.0% | +3.6% |
| 1Y | +2.1% | +31.3% | -29.2% | -2.2% |
| 3Y | +57.6% | +124.9% | -67.3% | +39.0% |
| All | +29.2% | +194.5% | -165.3% | +7.8% |
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 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