+186.2%
ITUB vs SHAK
-22.8%
+208.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +2.2% | -8.3% | +10.5% | +3.3% |
| 30D | +12.6% | -12.6% | +25.3% | +14.5% |
| 3M | +6.4% | +9.1% | -2.7% | +4.8% |
| 6M | +0.6% | -31.2% | +31.8% | +4.3% |
| YTD | +18.8% | -21.6% | +40.4% | +21.1% |
| 1Y | +31.0% | -38.8% | +69.8% | +37.1% |
| 3Y | +118.1% | +0.6% | +117.5% | +105.6% |
| All | +186.2% | -22.8% | +208.9% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling