+207.1%
ITUB vs SM
+23.2%
+183.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +1.0% | +2.1% | -1.2% | +0.7% |
| 30D | +10.7% | +18.1% | -7.4% | +8.4% |
| 3M | +10.1% | +17.0% | -6.9% | +7.4% |
| 6M | -0.1% | +55.4% | -55.5% | -6.9% |
| YTD | +18.4% | +108.6% | -90.1% | +5.9% |
| 1Y | +31.3% | +45.7% | -14.4% | +22.5% |
| 3Y | +124.6% | -0.3% | +124.9% | +114.1% |
| 5Y | +192.0% | +113.0% | +78.9% | +142.8% |
| All | +207.1% | +23.2% | +183.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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