+18.0%
EIX vs ITUB
+220.1%
-202.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | -19.3% | +12.6% | -31.9% | -21.2% |
| 3M | -21.7% | +6.4% | -28.1% | -22.8% |
| 6M | -19.8% | +0.6% | -20.4% | -20.4% |
| YTD | -3.0% | +18.8% | -21.9% | -7.0% |
| 1Y | +5.1% | +31.0% | -25.9% | -1.3% |
| 3Y | -7.0% | +118.1% | -125.0% | -21.7% |
| 5Y | +22.0% | +193.0% | -171.0% | -5.6% |
| All | +18.0% | +220.1% | -202.1% | -15.5% |
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