+39.7%
EFX vs ITUB
+220.1%
-180.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.5% | +2.2% | -6.8% | -5.0% |
| 30D | -6.1% | +12.6% | -18.7% | -8.2% |
| 3M | +6.2% | +6.4% | -0.2% | +4.6% |
| 6M | -11.2% | +0.6% | -11.8% | -11.8% |
| YTD | -21.4% | +18.8% | -40.3% | -24.6% |
| 1Y | -34.3% | +31.0% | -65.3% | -38.3% |
| 3Y | -12.5% | +118.1% | -130.6% | -26.0% |
| 5Y | -35.6% | +193.0% | -228.6% | -49.9% |
| All | +39.7% | +220.1% | -180.4% | +0.5% |
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