+1,260.9%
ETR vs ITUB
+1,959.7%
-698.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | +1.4% | +8.2% | -6.8% | 0.0% |
| 30D | +1.9% | +4.7% | -2.8% | +0.9% |
| 3M | +1.0% | +13.0% | -12.0% | -1.4% |
| 6M | +4.8% | +4.2% | +0.7% | +3.6% |
| YTD | +19.5% | +18.6% | +1.0% | +15.2% |
| 1Y | +28.1% | +31.3% | -3.1% | +21.1% |
| 3Y | +151.1% | +124.9% | +26.3% | +113.2% |
| 5Y | +125.2% | +195.6% | -70.5% | +77.7% |
| 10Y | +291.1% | +196.4% | +94.8% | +189.0% |
| All | +1,260.9% | +1,959.7% | -698.8% | +600.6% |
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