-97.6%
IRE vs ITUB
+16.8%
-114.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.2% | -13.6% | -13.5% |
| 7D | -41.9% | +4.9% | -46.8% | -44.9% |
| 30D | -75.1% | -27.2% | -47.8% | -66.1% |
| 3M | -82.4% | -6.1% | -76.3% | -85.4% |
| 6M | -95.5% | -10.7% | -84.9% | -95.6% |
| YTD | -93.1% | +5.5% | -98.6% | -92.9% |
| 1Y | -97.8% | +7.8% | -105.6% | -97.7% |
| All | -97.6% | +16.8% | -114.4% | -97.8% |
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 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