+1,332.9%
ENTG vs ITUB
+1,959.7%
-626.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +8.9% | +8.2% | +0.7% | +5.5% |
| 30D | -7.2% | +4.7% | -11.9% | -9.3% |
| 3M | +6.4% | +13.0% | -6.6% | +0.7% |
| 6M | +25.7% | +4.2% | +21.5% | +22.8% |
| YTD | +67.9% | +18.6% | +49.3% | +56.0% |
| 1Y | +72.4% | +31.3% | +41.1% | +53.8% |
| 3Y | +48.4% | +124.9% | -76.5% | +5.0% |
| 5Y | +20.1% | +195.6% | -175.5% | -27.4% |
| 10Y | +768.2% | +196.4% | +571.8% | +351.4% |
| All | +1,332.9% | +1,959.7% | -626.9% | +297.8% |
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