+34.4%
ED vs ITUB
+125.3%
-91.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.8% |
| 7D | +0.5% | +8.2% | -7.7% | +0.2% |
| 30D | +1.1% | +4.7% | -3.6% | +0.9% |
| 3M | +4.6% | +13.0% | -8.4% | +3.9% |
| 6M | -2.0% | +4.2% | -6.1% | -2.3% |
| YTD | +11.7% | +18.6% | -6.9% | +9.6% |
| 1Y | +15.7% | +31.3% | -15.5% | +12.2% |
| 3Y | +34.4% | +124.9% | -90.5% | +15.8% |
| All | +34.4% | +125.3% | -91.0% | +15.8% |
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