+238.8%
EQX vs ITUB
+97.1%
+141.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | +7.8% | +12.6% | -4.8% | +4.5% |
| 3M | +21.3% | +6.4% | +14.9% | +19.3% |
| 6M | -22.4% | +0.6% | -23.0% | -22.5% |
| YTD | -11.3% | +18.8% | -30.2% | -14.5% |
| 1Y | +13.5% | +31.0% | -17.5% | +7.0% |
| 3Y | +162.1% | +118.1% | +44.1% | +121.1% |
| 5Y | +84.2% | +193.0% | -108.8% | +45.7% |
| All | +238.8% | +97.1% | +141.8% | +180.3% |
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