+1,659.2%
ELV vs ITUB
+1,902.7%
-243.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | -6.1% | +8.4% | -14.5% | -7.7% |
| 6M | +42.8% | -0.5% | +43.4% | +42.2% |
| YTD | +14.4% | +15.3% | -0.9% | +10.3% |
| 1Y | +28.6% | +28.7% | -0.1% | +21.2% |
| 3Y | -7.4% | +118.7% | -126.1% | -22.4% |
| 5Y | +14.5% | +182.7% | -168.2% | -10.9% |
| 10Y | +257.4% | +207.6% | +49.8% | +158.4% |
| All | +1,659.2% | +1,902.7% | -243.5% | +918.9% |
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