+63.7%
EL vs ITUB
+175.8%
-112.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.6% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | +10.0% | -22.2% | +32.2% | +15.8% |
| 3M | +28.4% | +2.7% | +25.7% | +25.7% |
| 6M | +37.1% | -3.0% | +40.0% | +35.5% |
| YTD | +7.8% | +7.5% | +0.3% | +3.7% |
| 1Y | +26.0% | +10.5% | +15.6% | +20.2% |
| 3Y | +3.8% | +81.0% | -77.2% | -12.9% |
| 5Y | -65.2% | +181.8% | -247.0% | -74.2% |
| All | +63.7% | +175.8% | -112.1% | +14.3% |
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