-35.9%
EFX vs ITUB
+185.6%
-221.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.5% |
| 7D | -11.1% | +1.0% | -12.1% | -11.3% |
| 30D | -7.4% | +10.7% | -18.1% | -9.0% |
| 3M | +1.5% | +10.1% | -8.6% | -0.6% |
| 6M | -13.7% | -0.1% | -13.6% | -14.1% |
| YTD | -21.9% | +18.4% | -40.3% | -24.7% |
| 1Y | -30.8% | +31.3% | -62.1% | -34.6% |
| 3Y | -12.4% | +124.6% | -137.0% | -24.2% |
| 5Y | -35.9% | +192.0% | -227.9% | -47.1% |
| All | -35.9% | +185.6% | -221.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling