+226.4%
ESI vs ITUB
+177.3%
+49.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | +5.4% | +8.2% | -2.9% | +2.5% |
| 30D | -4.2% | +4.7% | -8.9% | -5.9% |
| 3M | -9.6% | +13.0% | -22.6% | -13.5% |
| 6M | +18.3% | +4.2% | +14.1% | +16.4% |
| YTD | +45.8% | +18.6% | +27.3% | +37.0% |
| 1Y | +39.2% | +31.3% | +7.9% | +26.1% |
| 3Y | +86.3% | +124.9% | -38.6% | +38.6% |
| 5Y | +76.2% | +195.6% | -119.4% | +14.4% |
| 10Y | +306.8% | +196.4% | +110.4% | +138.0% |
| All | +226.4% | +177.3% | +49.1% | +66.1% |
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