+166.2%
EOG vs ITUB
+186.2%
-19.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +2.9% | +12.6% | -9.7% | +0.6% |
| 3M | +8.7% | +6.4% | +2.3% | +7.1% |
| 6M | +12.9% | +0.6% | +12.3% | +11.8% |
| YTD | +43.8% | +18.8% | +25.0% | +35.9% |
| 1Y | +27.1% | +31.0% | -3.9% | +16.7% |
| 3Y | +25.9% | +118.1% | -92.2% | -1.9% |
| All | +166.2% | +186.2% | -19.9% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling