+178.6%
ITUB vs ESTC
-52.1%
+230.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.1% |
| 7D | +4.9% | -3.6% | +8.4% | +5.0% |
| 30D | -27.2% | -11.2% | -16.1% | -26.9% |
| 3M | -6.1% | +14.3% | -20.4% | -7.1% |
| 6M | -10.7% | +67.0% | -77.7% | -13.7% |
| YTD | +5.5% | +15.7% | -10.1% | +3.9% |
| 1Y | +7.8% | -6.3% | +14.1% | +7.4% |
| 3Y | +75.0% | +14.5% | +60.5% | +68.8% |
| 5Y | +178.6% | -49.9% | +228.4% | +154.4% |
| All | +178.6% | -52.1% | +230.6% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling