+641.6%
ITUB vs EFV
+253.2%
+388.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.7% |
| 30D | +2.6% | 0.0% | +2.6% | +2.7% |
| 3M | +8.4% | +8.4% | 0.0% | -2.6% |
| 6M | -0.5% | +12.3% | -12.9% | -14.5% |
| YTD | +15.3% | +17.4% | -2.1% | -6.3% |
| 1Y | +28.7% | +27.1% | +1.6% | -5.9% |
| 3Y | +118.7% | +90.7% | +27.9% | -8.3% |
| 5Y | +182.7% | +95.6% | +87.1% | +11.8% |
| 10Y | +207.6% | +165.3% | +42.3% | -18.9% |
| All | +641.6% | +253.2% | +388.5% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling