-4.6%
EIX vs ITUB
+114.2%
-118.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.8% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -15.3% | +2.6% | -17.9% | -15.6% |
| 3M | -18.4% | +8.4% | -26.9% | -19.5% |
| 6M | -16.8% | -0.5% | -16.3% | -17.0% |
| YTD | -0.6% | +15.3% | -15.8% | -3.6% |
| 1Y | +10.7% | +28.7% | -18.1% | +4.7% |
| All | -4.6% | +114.2% | -118.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling