+24.9%
ESI vs ITUB
+9.0%
+15.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -5.3% |
| 7D | -6.6% | -1.6% | -4.9% | -6.2% |
| 30D | -10.9% | -26.6% | +15.7% | -4.9% |
| 3M | -13.8% | -11.1% | -2.7% | -14.2% |
| 6M | -21.5% | -13.1% | -8.5% | -21.5% |
| YTD | +34.7% | +3.9% | +30.8% | +29.1% |
| 1Y | +24.9% | +9.8% | +15.1% | +15.5% |
| All | +24.9% | +9.0% | +15.9% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling