+2,422.5%
EOG vs ITUB
+1,902.7%
+519.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +3.4% | +2.6% | +0.8% | +2.2% |
| 3M | +7.8% | +8.4% | -0.6% | +4.1% |
| 6M | +13.4% | -0.5% | +13.9% | +11.5% |
| YTD | +43.5% | +15.3% | +28.2% | +32.9% |
| 1Y | +29.7% | +28.7% | +1.0% | +15.0% |
| 3Y | +23.2% | +118.7% | -95.5% | -12.6% |
| 5Y | +176.4% | +182.7% | -6.3% | +71.9% |
| 10Y | +119.1% | +207.6% | -88.5% | +22.8% |
| All | +2,422.5% | +1,902.7% | +519.8% | +828.4% |
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