-94.4%
IRE vs ITUB
-10.7%
-83.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.2% | -13.6% | -14.5% |
| 7D | -41.9% | +4.9% | -46.8% | -43.5% |
| 30D | -75.1% | -27.2% | -47.8% | -69.3% |
| 3M | -82.4% | -6.1% | -76.3% | -85.9% |
| All | -94.4% | -10.7% | -83.7% | -94.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling