+208.2%
ITUB vs SHAK
+87.2%
+121.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | +2.2% | -8.3% | +10.5% | +3.7% |
| 30D | +12.6% | -12.6% | +25.3% | +15.3% |
| 3M | +6.4% | +9.1% | -2.7% | +4.1% |
| 6M | +0.6% | -31.2% | +31.8% | +5.8% |
| YTD | +18.8% | -21.6% | +40.4% | +21.6% |
| 1Y | +31.0% | -38.8% | +69.8% | +39.7% |
| 3Y | +118.1% | +0.6% | +117.5% | +99.9% |
| 5Y | +193.0% | -22.5% | +215.6% | +170.9% |
| All | +208.2% | +87.2% | +121.0% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling