+16.6%
EIX vs ITUB
+9.0%
+7.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.1% | +3.1% |
| 7D | +4.5% | -1.6% | +6.1% | +4.5% |
| 30D | +15.2% | -26.6% | +41.8% | +15.5% |
| 3M | -11.6% | -11.1% | -0.5% | -11.1% |
| 6M | -8.4% | -13.1% | +4.7% | -7.7% |
| YTD | +8.2% | +3.9% | +4.3% | +7.7% |
| 1Y | +16.6% | +9.8% | +6.8% | +15.8% |
| All | +16.6% | +9.0% | +7.6% | +15.8% |
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