+1,827.7%
ITUB vs EVRG
+1,350.6%
+477.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +8.4% | -0.5% | +8.9% | +8.3% |
| 6M | -0.5% | +0.2% | -0.7% | -1.3% |
| YTD | +15.3% | +14.9% | +0.4% | +4.6% |
| 1Y | +28.7% | +18.2% | +10.5% | +14.6% |
| 3Y | +118.7% | +70.2% | +48.5% | +51.3% |
| 5Y | +182.7% | +45.3% | +137.3% | +110.9% |
| 10Y | +207.6% | +112.4% | +95.2% | +63.8% |
| All | +1,827.7% | +1,350.6% | +477.1% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 all: compounded portfolio wealth divided by compounded EVRG 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…
all analysis · Full analysis span regression · 6 months rolling