-34.3%
EFX vs ITUB
+31.4%
-65.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.5% | +2.2% | -6.8% | -4.7% |
| 30D | -6.1% | +12.6% | -18.7% | -6.9% |
| 3M | +6.2% | +6.4% | -0.2% | +5.0% |
| 6M | -11.2% | +0.6% | -11.8% | -11.5% |
| YTD | -21.4% | +18.8% | -40.3% | -23.4% |
| 1Y | -34.3% | +31.0% | -65.3% | -37.6% |
| All | -34.3% | +31.4% | -65.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling