-5.1%
ES vs ITUB
+181.4%
-186.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | +1.4% | +8.2% | -6.8% | +0.4% |
| 30D | -1.2% | +4.7% | -5.9% | -1.8% |
| 3M | +5.0% | +13.0% | -8.0% | +3.2% |
| 6M | -2.8% | +4.2% | -7.0% | -3.6% |
| YTD | +8.6% | +18.6% | -10.0% | +5.6% |
| 1Y | +18.9% | +31.3% | -12.3% | +14.1% |
| 3Y | +32.1% | +124.9% | -92.7% | +18.1% |
| 5Y | -5.1% | +195.6% | -200.7% | -16.3% |
| All | -5.1% | +181.4% | -186.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling