+208.2%
ITUB vs SSNC
+173.6%
+34.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +2.2% | -4.0% | +6.2% | +3.9% |
| 30D | +12.6% | +0.5% | +12.1% | +12.2% |
| 3M | +6.4% | +18.9% | -12.5% | -2.0% |
| 6M | +0.6% | +10.8% | -10.2% | -4.8% |
| YTD | +18.8% | -7.1% | +26.0% | +20.9% |
| 1Y | +31.0% | -9.6% | +40.6% | +34.4% |
| 3Y | +118.1% | +51.1% | +67.0% | +73.2% |
| 5Y | +193.0% | +19.7% | +173.4% | +153.6% |
| All | +208.2% | +173.6% | +34.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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