-36.5%
ELAN vs ITUB
+155.6%
-192.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.7% | -3.7% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | +0.6% | +10.7% | -10.1% | -2.5% |
| 3M | 0.0% | +10.1% | -10.1% | -3.1% |
| 6M | -3.4% | -0.1% | -3.3% | -3.7% |
| YTD | +1.0% | +18.4% | -17.4% | -4.4% |
| 1Y | +24.7% | +31.3% | -6.6% | +14.1% |
| 3Y | +97.2% | +124.6% | -27.4% | +52.7% |
| 5Y | -31.5% | +192.0% | -223.5% | -52.6% |
| All | -36.5% | +155.6% | -192.1% | -59.4% |
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