+89.2%
ES vs ITUB
+154.1%
-64.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +0.9% | +4.9% | -4.0% | +0.2% |
| 30D | +5.9% | -27.2% | +33.2% | +10.1% |
| 3M | -1.0% | -6.1% | +5.1% | -1.0% |
| 6M | +7.2% | -10.7% | +17.8% | +7.8% |
| YTD | +7.0% | +5.5% | +1.5% | +4.6% |
| 1Y | +0.5% | +7.8% | -7.4% | -2.1% |
| 3Y | +48.7% | +75.0% | -26.3% | +34.1% |
| 5Y | +1.9% | +178.6% | -176.6% | -15.1% |
| 10Y | +89.2% | +162.9% | -73.7% | +51.3% |
| All | +89.2% | +154.1% | -64.9% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling