+117.6%
ITUB vs ESTC
+23.7%
+93.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.6% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | +2.6% | +13.4% | -10.9% | +0.9% |
| 3M | +8.4% | +41.3% | -32.9% | +4.1% |
| 6M | -0.5% | +62.6% | -63.1% | -6.2% |
| YTD | +15.3% | +14.8% | +0.5% | +12.3% |
| 1Y | +28.7% | -5.1% | +33.8% | +27.5% |
| 3Y | +118.7% | +11.2% | +107.5% | +104.6% |
| 5Y | +182.7% | -47.0% | +229.6% | +182.6% |
| All | +117.6% | +23.7% | +93.9% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling