+105.0%
ED vs ITUB
+219.0%
-114.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -1.9% | +1.0% | -2.8% | -2.0% |
| 30D | +0.1% | +10.7% | -10.6% | -0.9% |
| 3M | 0.0% | +10.1% | -10.1% | -1.1% |
| 6M | -2.5% | -0.1% | -2.4% | -2.8% |
| YTD | +10.1% | +18.4% | -8.3% | +7.6% |
| 1Y | +13.6% | +31.3% | -17.7% | +9.7% |
| 3Y | +32.4% | +124.6% | -92.2% | +19.9% |
| 5Y | +69.9% | +192.0% | -122.1% | +47.6% |
| All | +105.0% | +219.0% | -114.0% | +66.8% |
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 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