+4,508.3%
EW vs ITUB
+1,728.2%
+2,780.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | +24.1% | -25.4% | +49.5% | +28.9% |
| 3M | +13.7% | -0.3% | +14.0% | +12.8% |
| 6M | +32.7% | -8.0% | +40.7% | +33.0% |
| YTD | +24.1% | +5.2% | +18.9% | +21.5% |
| 1Y | +23.6% | +7.4% | +16.2% | +20.6% |
| 3Y | +64.8% | +74.5% | -9.7% | +48.1% |
| 5Y | -8.8% | +175.8% | -184.6% | -24.7% |
| 10Y | +248.8% | +164.4% | +84.3% | +175.7% |
| All | +4,508.3% | +1,728.2% | +2,780.2% | +2,780.8% |
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