+785.0%
ES vs ITUB
+1,920.1%
-1,135.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.3% | +8.7% | -8.4% | -1.0% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | +1.7% | +7.8% | -6.1% | +0.3% |
| 6M | -3.5% | -3.4% | -0.1% | -3.4% |
| YTD | +7.9% | +16.3% | -8.4% | +4.7% |
| 1Y | +17.2% | +29.8% | -12.7% | +11.6% |
| 3Y | +29.3% | +111.1% | -81.8% | +13.0% |
| 5Y | -5.7% | +173.6% | -179.3% | -22.6% |
| 10Y | +85.2% | +193.2% | -108.0% | +40.9% |
| All | +785.0% | +1,920.1% | -1,135.1% | +381.4% |
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 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