+9.8%
ITUB vs SHAK
-21.2%
+31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.6% | +2.7% |
| 7D | -1.6% | +8.3% | -10.0% | -2.8% |
| 30D | -26.6% | +16.7% | -43.3% | -28.5% |
| 3M | -11.1% | +10.0% | -21.0% | -12.8% |
| 6M | -13.1% | -23.8% | +10.7% | -9.3% |
| YTD | +3.9% | -10.3% | +14.2% | +4.2% |
| 1Y | +9.8% | -22.9% | +32.6% | +11.6% |
| All | +9.8% | -21.2% | +31.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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