+162.1%
EQX vs ITUB
+120.9%
+41.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -3.2% | +2.2% | -5.4% | -4.4% |
| 30D | +7.8% | +12.6% | -4.8% | +1.4% |
| 3M | +21.3% | +6.4% | +14.9% | +17.1% |
| 6M | -22.4% | +0.6% | -23.0% | -22.9% |
| YTD | -11.3% | +18.8% | -30.2% | -17.2% |
| 1Y | +13.5% | +31.0% | -17.5% | +1.5% |
| 3Y | +162.1% | +118.1% | +44.1% | +81.4% |
| All | +162.1% | +120.9% | +41.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling