-28.2%
EW vs ITUB
+185.6%
-213.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | -3.4% | +1.0% | -4.3% | -3.5% |
| 30D | -7.4% | +10.7% | -18.1% | -8.6% |
| 3M | +0.9% | +10.1% | -9.1% | -0.6% |
| 6M | +1.2% | -0.1% | +1.3% | +0.8% |
| YTD | +1.8% | +18.4% | -16.6% | -1.0% |
| 1Y | +10.8% | +31.3% | -20.4% | +6.1% |
| 3Y | +17.1% | +124.6% | -107.5% | +3.2% |
| 5Y | -28.2% | +192.0% | -220.2% | -39.9% |
| All | -28.2% | +185.6% | -213.9% | -39.9% |
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