-82.0%
IRE vs ITUB
+31.2%
-113.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.0% | +8.3% | +6.3% |
| 7D | +58.9% | +8.2% | +50.7% | +36.9% |
| 30D | +17.2% | +4.7% | +12.5% | +6.8% |
| 3M | -58.6% | +13.0% | -71.6% | -66.3% |
| 6M | -23.5% | +4.2% | -27.6% | -23.0% |
| YTD | -47.4% | +18.6% | -66.0% | -41.6% |
| All | -82.0% | +31.2% | -113.2% | -81.7% |
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