+789.0%
ES vs ITUB
+1,772.8%
-983.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.0% |
| 7D | +0.1% | +3.7% | -3.6% | -0.5% |
| 30D | +6.7% | -24.9% | +31.6% | +11.0% |
| 3M | +0.3% | +0.8% | -0.4% | -0.7% |
| 6M | +7.4% | -6.6% | +14.0% | +7.4% |
| YTD | +8.4% | +7.8% | +0.6% | +5.6% |
| 1Y | +0.6% | +7.4% | -6.7% | -2.0% |
| 3Y | +50.6% | +78.8% | -28.2% | +34.1% |
| 5Y | +4.8% | +179.9% | -175.1% | -14.6% |
| 10Y | +93.1% | +170.9% | -77.8% | +47.7% |
| All | +789.0% | +1,772.8% | -983.8% | +385.4% |
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