+290.1%
ETR vs ITUB
+220.1%
+70.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -1.8% | +2.2% | -4.0% | -2.2% |
| 30D | -1.8% | +12.6% | -14.4% | -3.8% |
| 3M | -3.6% | +6.4% | -10.0% | -4.8% |
| 6M | +2.6% | +0.6% | +2.0% | +2.1% |
| YTD | +16.0% | +18.8% | -2.8% | +11.8% |
| 1Y | +20.1% | +31.0% | -10.9% | +13.6% |
| 3Y | +143.6% | +118.1% | +25.5% | +107.7% |
| 5Y | +124.4% | +193.0% | -68.7% | +76.6% |
| All | +290.1% | +220.1% | +70.0% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling