-97.1%
IRE vs ITUB
+16.8%
-113.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.4% | +38.2% | +38.2% |
| 7D | -27.2% | +3.7% | -30.9% | -30.6% |
| 30D | -75.1% | -24.1% | -51.0% | -68.5% |
| 3M | -77.9% | -9.6% | -68.3% | -80.4% |
| 6M | -94.6% | -11.5% | -83.1% | -94.6% |
| YTD | -91.5% | +5.5% | -97.1% | -91.3% |
| 1Y | -97.8% | +9.9% | -107.7% | -97.8% |
| All | -97.1% | +16.8% | -113.9% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling