-33.5%
EL vs ITUB
+120.1%
-153.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -3.3% |
| 7D | -4.4% | +1.0% | -5.3% | -4.7% |
| 30D | +10.3% | +10.7% | -0.4% | +6.3% |
| 3M | +13.4% | +10.1% | +3.3% | +9.0% |
| 6M | +3.1% | -0.1% | +3.2% | +2.4% |
| YTD | -6.9% | +18.4% | -25.3% | -13.5% |
| 1Y | +11.9% | +31.3% | -19.4% | -0.7% |
| All | -33.5% | +120.1% | -153.6% | -53.0% |
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