+31.3%
ITUB vs ESTC
-8.5%
+39.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +2.7% |
| 7D | +1.0% | -13.2% | +14.1% | +0.9% |
| 30D | +10.7% | +9.3% | +1.4% | +10.7% |
| 3M | +10.1% | +37.3% | -27.3% | +9.6% |
| 6M | -0.1% | +61.0% | -61.1% | -0.8% |
| YTD | +18.4% | +10.7% | +7.8% | +18.6% |
| 1Y | +31.3% | -7.2% | +38.5% | +34.3% |
| All | +31.3% | -8.5% | +39.8% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling