-98.0%
IRE vs ITUB
+19.0%
-117.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.5% | -16.6% |
| 7D | -31.8% | +1.9% | -33.7% | -32.9% |
| 30D | -71.8% | -22.2% | -49.6% | -65.2% |
| 3M | -88.9% | +2.7% | -91.6% | -92.1% |
| 6M | -95.4% | -3.0% | -92.4% | -96.0% |
| YTD | -94.2% | +7.5% | -101.7% | -94.2% |
| 1Y | -97.1% | +10.5% | -107.6% | -97.1% |
| All | -98.0% | +19.0% | -117.0% | -98.2% |
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