+111.5%
ITUB vs ESTC
+11.0%
+100.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +2.6% | +13.4% | -10.9% | +1.9% |
| 3M | +8.4% | +41.3% | -32.9% | +6.6% |
| 6M | -0.5% | +62.6% | -63.1% | -3.0% |
| YTD | +15.3% | +14.8% | +0.5% | +14.2% |
| 1Y | +28.7% | -5.1% | +33.8% | +28.7% |
| All | +111.5% | +11.0% | +100.5% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling