-29.2%
ETHA vs ITUB
+76.9%
-106.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.7% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +31.4% | +2.6% | +28.8% | +29.3% |
| 3M | +48.9% | +8.4% | +40.5% | +41.9% |
| 6M | +20.9% | -0.5% | +21.4% | +20.9% |
| YTD | -17.2% | +15.3% | -32.4% | -23.5% |
| 1Y | -42.8% | +28.7% | -71.5% | -50.1% |
| All | -29.2% | +76.9% | -106.1% | -47.7% |
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