+190.4%
ETN vs ITUB
+186.2%
+4.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | -7.5% | +12.6% | -20.1% | -9.9% |
| 3M | +8.3% | +6.4% | +1.9% | +6.7% |
| 6M | +20.2% | +0.6% | +19.6% | +19.7% |
| YTD | +34.7% | +18.8% | +15.8% | +30.0% |
| 1Y | +19.4% | +31.0% | -11.6% | +13.0% |
| 3Y | +85.5% | +118.1% | -32.6% | +59.2% |
| All | +190.4% | +186.2% | +4.3% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling