+1,697.9%
ITUB vs SM
+271.8%
+1,426.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | +9.4% | -7.5% | -0.2% |
| 30D | -22.2% | -14.4% | -7.8% | -20.1% |
| 3M | +2.7% | +1.6% | +1.2% | +1.0% |
| 6M | -3.0% | +6.3% | -9.3% | -6.9% |
| YTD | +7.5% | +78.8% | -71.3% | -10.2% |
| 1Y | +10.5% | +83.1% | -72.7% | -8.5% |
| 3Y | +81.0% | -5.9% | +86.9% | +65.5% |
| 5Y | +181.8% | +4.8% | +177.0% | +133.7% |
| 10Y | +170.2% | +17.5% | +152.6% | +22.4% |
| All | +1,697.9% | +271.8% | +1,426.2% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling