-68.4%
EL vs ITUB
+186.4%
-254.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.7% | +2.6% | +11.1% | +12.8% |
| 3M | +14.5% | +8.4% | +6.1% | +11.6% |
| 6M | +7.4% | -0.5% | +7.9% | +7.1% |
| YTD | -4.7% | +15.3% | -20.0% | -8.9% |
| 1Y | +12.9% | +28.7% | -15.8% | +4.4% |
| 3Y | -32.2% | +118.7% | -150.9% | -45.6% |
| 5Y | -68.4% | +182.7% | -251.1% | -76.5% |
| All | -68.4% | +186.4% | -254.7% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling