+88.5%
ENB vs ITUB
+220.1%
-131.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.7% | +2.2% | -6.9% | -5.2% |
| 30D | -5.9% | +12.6% | -18.5% | -8.7% |
| 3M | -14.2% | +6.4% | -20.7% | -15.9% |
| 6M | -8.6% | +0.6% | -9.2% | -9.4% |
| YTD | +3.9% | +18.8% | -15.0% | -1.9% |
| 1Y | +1.8% | +31.0% | -29.2% | -6.5% |
| 3Y | +68.5% | +118.1% | -49.6% | +32.7% |
| 5Y | +62.4% | +193.0% | -130.6% | +13.5% |
| All | +88.5% | +220.1% | -131.6% | +19.1% |
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