+123.5%
ITUB vs ESTC
+19.3%
+104.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +3.1% |
| 7D | +1.0% | -13.2% | +14.1% | +2.3% |
| 30D | +10.7% | +9.3% | +1.4% | +9.3% |
| 3M | +10.1% | +37.3% | -27.3% | +6.0% |
| 6M | -0.1% | +61.0% | -61.1% | -5.8% |
| YTD | +18.4% | +10.7% | +7.8% | +15.7% |
| 1Y | +31.3% | -7.2% | +38.5% | +30.3% |
| 3Y | +124.6% | +7.2% | +117.4% | +110.8% |
| 5Y | +192.0% | -47.7% | +239.7% | +191.6% |
| All | +123.5% | +19.3% | +104.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling