+186.2%
ITUB vs EQNR
+183.4%
+2.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +2.2% | +6.4% | -4.2% | +1.3% |
| 30D | +12.6% | +10.4% | +2.3% | +10.9% |
| 3M | +6.4% | +23.1% | -16.7% | +2.9% |
| 6M | +0.6% | +36.3% | -35.7% | -6.0% |
| YTD | +18.8% | +96.0% | -77.1% | +1.9% |
| 1Y | +31.0% | +94.2% | -63.2% | +12.4% |
| 3Y | +118.1% | +75.3% | +42.8% | +88.2% |
| All | +186.2% | +183.4% | +2.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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