+767.0%
EQT vs ITUB
+1,957.2%
-1,190.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.2% |
| 7D | -1.2% | +1.0% | -2.1% | -1.5% |
| 30D | +1.1% | +10.7% | -9.6% | -1.9% |
| 3M | +4.8% | +10.1% | -5.3% | +1.6% |
| 6M | -10.6% | -0.1% | -10.5% | -11.4% |
| YTD | +3.4% | +18.4% | -15.0% | -2.9% |
| 1Y | +8.7% | +31.3% | -22.6% | -1.3% |
| 3Y | +35.0% | +124.6% | -89.7% | +3.0% |
| 5Y | +204.2% | +192.0% | +12.3% | +109.4% |
| 10Y | +52.5% | +216.0% | -163.5% | -7.2% |
| All | +767.0% | +1,957.2% | -1,190.2% | +275.7% |
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 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