+273.7%
ELV vs ITUB
+220.1%
+53.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +5.4% | +12.6% | -7.2% | +2.7% |
| 3M | +5.4% | +6.4% | -1.1% | +3.9% |
| 6M | +45.7% | +0.6% | +45.1% | +44.6% |
| YTD | +21.2% | +18.8% | +2.4% | +15.5% |
| 1Y | +35.6% | +31.0% | +4.6% | +26.3% |
| 3Y | -2.0% | +118.1% | -120.1% | -20.1% |
| 5Y | +26.0% | +193.0% | -167.0% | -7.3% |
| All | +273.7% | +220.1% | +53.6% | +161.3% |
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