+3,815.8%
EW vs ITUB
+1,920.1%
+1,895.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | +8.7% | -9.1% | -1.6% |
| 30D | +1.0% | -0.7% | +1.7% | +1.1% |
| 3M | +2.8% | +7.8% | -5.0% | +1.5% |
| 6M | +5.5% | -3.4% | +8.9% | +5.6% |
| YTD | +5.5% | +16.3% | -10.8% | +2.6% |
| 1Y | +11.0% | +29.8% | -18.8% | +6.1% |
| 3Y | +17.7% | +111.1% | -93.4% | +3.5% |
| 5Y | -25.7% | +173.6% | -199.3% | -38.3% |
| 10Y | +132.8% | +193.2% | -60.4% | +82.4% |
| All | +3,815.8% | +1,920.1% | +1,895.7% | +2,330.8% |
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