+789.4%
EIX vs ITUB
+1,728.2%
-938.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +8.1% | -25.4% | +33.6% | +13.5% |
| 3M | -12.1% | -0.3% | -11.8% | -13.2% |
| 6M | -13.4% | -8.0% | -5.5% | -13.4% |
| YTD | +5.6% | +5.2% | +0.3% | +2.5% |
| 1Y | +7.8% | +7.4% | +0.4% | +4.2% |
| 3Y | +9.8% | +74.5% | -64.7% | -4.5% |
| 5Y | +18.8% | +175.8% | -157.0% | -7.6% |
| 10Y | +34.4% | +164.4% | -130.0% | -2.0% |
| All | +789.4% | +1,728.2% | -938.8% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling