+1,844.4%
ITUB vs SUI
+1,179.5%
+664.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +8.7% | -2.8% | +11.5% | +10.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.2% |
| 3M | +7.8% | -1.7% | +9.5% | +8.2% |
| 6M | -3.4% | -10.5% | +7.1% | +1.7% |
| YTD | +16.3% | -1.8% | +18.1% | +16.2% |
| 1Y | +29.8% | -4.1% | +33.9% | +30.9% |
| 3Y | +111.1% | +11.3% | +99.8% | +89.7% |
| 5Y | +173.6% | -32.1% | +205.7% | +211.5% |
| 10Y | +193.2% | +110.4% | +82.8% | +57.1% |
| All | +1,844.4% | +1,179.5% | +664.9% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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