-97.7%
IRE vs ITUB
+9.0%
-106.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.3% | -26.5% | -26.4% |
| 7D | -46.8% | -1.6% | -45.2% | -46.3% |
| 30D | -75.5% | -26.6% | -48.9% | -67.5% |
| 3M | -79.4% | -11.1% | -68.3% | -81.5% |
| 6M | -91.3% | -13.1% | -78.2% | -91.2% |
| YTD | -90.8% | +3.9% | -94.7% | -90.5% |
| 1Y | -97.7% | +9.8% | -107.5% | -97.6% |
| All | -97.7% | +9.0% | -106.7% | -97.6% |
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