-83.2%
IRE vs ITUB
+27.6%
-110.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.0% | -1.3% |
| 7D | +29.0% | 0.0% | +29.0% | +29.6% |
| 30D | +24.2% | +2.6% | +21.6% | +17.8% |
| 3M | -53.2% | +8.4% | -61.6% | -58.2% |
| 6M | -36.0% | -0.5% | -35.5% | -29.9% |
| YTD | -51.0% | +15.3% | -66.3% | -42.3% |
| All | -83.2% | +27.6% | -110.8% | -82.0% |
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