+1,827.7%
ITUB vs SM
+331.4%
+1,496.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +2.6% | +20.3% | -17.7% | -1.8% |
| 3M | +8.4% | +22.9% | -14.5% | +2.3% |
| 6M | -0.5% | +47.8% | -48.4% | -11.6% |
| YTD | +15.3% | +107.5% | -92.2% | -5.8% |
| 1Y | +28.7% | +51.7% | -23.0% | +12.1% |
| 3Y | +118.7% | -0.9% | +119.5% | +99.1% |
| 5Y | +182.7% | +112.2% | +70.4% | +98.2% |
| 10Y | +207.6% | +20.3% | +187.3% | +40.8% |
| All | +1,827.7% | +331.4% | +1,496.3% | +279.6% |
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