+111.5%
ITUB vs SM
-1.2%
+112.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +2.6% | +20.3% | -17.7% | +2.3% |
| 3M | +8.4% | +22.9% | -14.5% | +8.1% |
| 6M | -0.5% | +47.8% | -48.4% | -2.3% |
| YTD | +15.3% | +107.5% | -92.2% | +10.0% |
| 1Y | +28.7% | +51.7% | -23.0% | +25.7% |
| All | +111.5% | -1.2% | +112.7% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling