+118.1%
ITUB vs EQH
+100.2%
+17.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +12.6% | +2.8% | +9.8% | +11.6% |
| 3M | +6.4% | +23.1% | -16.7% | 0.0% |
| 6M | +0.6% | +41.4% | -40.8% | -9.2% |
| YTD | +18.8% | +14.3% | +4.6% | +13.0% |
| 1Y | +31.0% | +1.6% | +29.4% | +28.1% |
| 3Y | +118.1% | +102.7% | +15.4% | +70.3% |
| All | +118.1% | +100.2% | +17.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling