+186.2%
ITUB vs SSNC
+19.2%
+166.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +2.2% | -4.0% | +6.2% | +3.2% |
| 30D | +12.6% | +0.5% | +12.1% | +12.4% |
| 3M | +6.4% | +18.9% | -12.5% | +1.1% |
| 6M | +0.6% | +10.8% | -10.2% | -2.6% |
| YTD | +18.8% | -7.1% | +26.0% | +20.9% |
| 1Y | +31.0% | -9.6% | +40.6% | +34.3% |
| 3Y | +118.1% | +51.1% | +67.0% | +85.9% |
| All | +186.2% | +19.2% | +166.9% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling