+87.5%
ES vs ITUB
+197.6%
-110.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -1.0% | +2.6% | -3.6% | -1.5% |
| 3M | +1.5% | +8.4% | -6.9% | +0.1% |
| 6M | -3.5% | -0.5% | -2.9% | -3.7% |
| YTD | +7.0% | +15.3% | -8.3% | +4.1% |
| 1Y | +15.3% | +28.7% | -13.4% | +10.4% |
| 3Y | +30.2% | +118.7% | -88.5% | +14.4% |
| 5Y | -4.3% | +182.7% | -187.0% | -20.3% |
| 10Y | +87.5% | +207.6% | -120.1% | +43.4% |
| All | +87.5% | +197.6% | -110.1% | +43.4% |
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 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