+24.4%
EL vs ITUB
+220.1%
-195.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.5% | +2.2% | -8.7% | -7.0% |
| 30D | +11.1% | +12.6% | -1.5% | +7.9% |
| 3M | +10.7% | +6.4% | +4.3% | +8.7% |
| 6M | +6.9% | +0.6% | +6.3% | +6.3% |
| YTD | -6.3% | +18.8% | -25.1% | -10.8% |
| 1Y | +13.5% | +31.0% | -17.5% | +5.2% |
| 3Y | -33.1% | +118.1% | -151.1% | -45.5% |
| 5Y | -68.8% | +193.0% | -261.8% | -76.9% |
| All | +24.4% | +220.1% | -195.7% | -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