+1,844.4%
ITUB vs SPY
+994.4%
+850.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +7.8% | +2.0% | +5.8% | +4.6% |
| 6M | -3.4% | +13.0% | -16.4% | -17.7% |
| YTD | +16.3% | +13.5% | +2.7% | -1.4% |
| 1Y | +29.8% | +20.0% | +9.9% | +2.2% |
| 3Y | +111.1% | +77.2% | +33.9% | -5.1% |
| 5Y | +173.6% | +81.9% | +91.7% | +12.0% |
| 10Y | +193.2% | +314.1% | -120.8% | -64.8% |
| All | +1,844.4% | +994.4% | +850.0% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling