+650.9%
EFX vs ITUB
+1,902.7%
-1,251.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | -6.9% | +2.6% | -9.5% | -7.6% |
| 3M | +0.1% | +8.4% | -8.3% | -2.2% |
| 6M | -17.3% | -0.5% | -16.8% | -17.8% |
| YTD | -21.8% | +15.3% | -37.1% | -25.1% |
| 1Y | -32.5% | +28.7% | -61.3% | -37.1% |
| 3Y | -12.3% | +118.7% | -131.0% | -28.2% |
| 5Y | -36.6% | +182.7% | -219.3% | -52.6% |
| 10Y | +41.0% | +207.6% | -166.6% | -5.6% |
| All | +650.9% | +1,902.7% | -1,251.8% | +208.9% |
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