+35.9%
EIX vs ITUB
+175.8%
-139.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | +8.5% | -22.2% | +30.7% | +12.6% |
| 3M | -13.5% | +2.7% | -16.2% | -15.0% |
| 6M | -12.4% | -3.0% | -9.4% | -13.2% |
| YTD | +5.9% | +7.5% | -1.6% | +2.4% |
| 1Y | +7.6% | +10.5% | -2.9% | +3.3% |
| 3Y | +12.8% | +81.0% | -68.2% | -2.6% |
| 5Y | +19.2% | +181.8% | -162.6% | -7.8% |
| All | +35.9% | +175.8% | -139.9% | +0.6% |
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 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