+12.8%
EIX vs ITUB
+81.0%
-68.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | +8.5% | -22.2% | +30.7% | +10.7% |
| 3M | -13.5% | +2.7% | -16.2% | -14.8% |
| 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% | +3.4% |
| 3Y | +12.8% | +81.0% | -68.2% | -6.0% |
| All | +12.8% | +81.0% | -68.2% | -6.0% |
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