+2,263.8%
ICE vs ITUB
+498.0%
+1,765.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.9% |
| 7D | -1.2% | +8.2% | -9.4% | -4.0% |
| 30D | +5.0% | +4.7% | +0.3% | +3.0% |
| 3M | +13.9% | +13.0% | +0.9% | +8.4% |
| 6M | -4.4% | +4.2% | -8.6% | -7.0% |
| YTD | -1.9% | +18.6% | -20.5% | -9.5% |
| 1Y | -8.1% | +31.3% | -39.4% | -18.7% |
| 3Y | +42.5% | +124.9% | -82.4% | +0.9% |
| 5Y | +40.6% | +195.6% | -155.0% | -14.9% |
| 10Y | +217.1% | +196.4% | +20.7% | +55.2% |
| All | +2,263.8% | +498.0% | +1,765.8% | +467.3% |
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