+186.2%
ITUB vs EFV
+95.9%
+90.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +3.0% |
| 30D | +12.6% | +0.6% | +12.0% | +12.0% |
| 3M | +6.4% | +7.5% | -1.1% | -0.6% |
| 6M | +0.6% | +13.0% | -12.4% | -10.1% |
| YTD | +18.8% | +18.3% | +0.5% | +2.3% |
| 1Y | +31.0% | +26.7% | +4.3% | +6.2% |
| 3Y | +118.1% | +89.6% | +28.5% | +23.7% |
| All | +186.2% | +95.9% | +90.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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