+208.2%
ITUB vs SPY
+322.5%
-114.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.9% |
| 30D | +12.6% | -1.1% | +13.7% | +13.7% |
| 3M | +6.4% | +3.9% | +2.5% | +2.5% |
| 6M | +0.6% | +13.6% | -13.0% | -10.6% |
| YTD | +18.8% | +12.7% | +6.2% | +6.7% |
| 1Y | +31.0% | +17.5% | +13.5% | +13.1% |
| 3Y | +118.1% | +76.9% | +41.2% | +25.3% |
| 5Y | +193.0% | +83.6% | +109.5% | +58.5% |
| All | +208.2% | +322.5% | -114.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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