+206.3%
ITUB vs SHAK
+31.3%
+175.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.1% |
| 7D | +1.0% | -11.0% | +11.9% | +2.9% |
| 30D | +10.7% | -14.0% | +24.7% | +13.4% |
| 3M | +10.1% | +13.3% | -3.2% | +7.2% |
| 6M | -0.1% | -35.3% | +35.2% | +5.7% |
| YTD | +18.4% | -24.0% | +42.4% | +21.6% |
| 1Y | +31.3% | -36.7% | +68.0% | +38.5% |
| 3Y | +124.6% | -5.4% | +130.0% | +110.7% |
| 5Y | +192.0% | -24.9% | +216.9% | +174.2% |
| 10Y | +216.0% | +79.6% | +136.3% | +143.7% |
| All | +206.3% | +31.3% | +175.0% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling