+782.9%
ENTG vs ITUB
+220.1%
+562.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | -12.9% | +12.6% | -25.5% | -16.3% |
| 3M | -3.1% | +6.4% | -9.5% | -5.6% |
| 6M | +21.0% | +0.6% | +20.4% | +20.1% |
| YTD | +67.0% | +18.8% | +48.2% | +57.5% |
| 1Y | +68.6% | +31.0% | +37.6% | +54.2% |
| 3Y | +48.6% | +118.1% | -69.4% | +15.0% |
| 5Y | +18.6% | +193.0% | -174.4% | -18.5% |
| All | +782.9% | +220.1% | +562.8% | +463.7% |
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