-83.7%
IRE vs ITUB
+28.7%
-112.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.9% | +14.8% | +15.7% |
| 7D | +54.8% | +8.7% | +46.1% | +32.1% |
| 30D | +18.4% | -0.7% | +19.1% | +18.8% |
| 3M | -66.7% | +7.8% | -74.5% | -70.2% |
| 6M | -52.3% | -3.4% | -48.9% | -44.8% |
| YTD | -52.3% | +16.3% | -68.6% | -45.0% |
| All | -83.7% | +28.7% | -112.3% | -82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling