+768.1%
ED vs ITUB
+1,767.9%
-999.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +2.1% | +1.9% | +0.2% | +1.8% |
| 30D | +10.4% | -22.2% | +32.6% | +12.9% |
| 3M | +12.5% | +2.7% | +9.8% | +11.6% |
| 6M | +14.9% | -3.0% | +17.9% | +14.4% |
| YTD | +24.8% | +7.5% | +17.3% | +22.5% |
| 1Y | +23.8% | +10.5% | +13.4% | +21.1% |
| 3Y | +51.6% | +81.0% | -29.4% | +39.5% |
| 5Y | +86.4% | +181.8% | -95.4% | +61.5% |
| 10Y | +145.4% | +170.2% | -24.7% | +103.5% |
| All | +768.1% | +1,767.9% | -999.8% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling