+213.7%
ICE vs ITUB
+220.1%
-6.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -2.4% | +2.2% | -4.6% | -2.7% |
| 30D | +4.0% | +12.6% | -8.6% | +2.0% |
| 3M | +13.7% | +6.4% | +7.3% | +12.3% |
| 6M | +0.9% | +0.6% | +0.3% | +0.4% |
| YTD | -2.1% | +18.8% | -21.0% | -5.6% |
| 1Y | -9.5% | +31.0% | -40.5% | -14.3% |
| 3Y | +42.1% | +118.1% | -76.0% | +22.5% |
| 5Y | +41.4% | +193.0% | -151.7% | +14.0% |
| All | +213.7% | +220.1% | -6.4% | +143.4% |
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