+186.2%
ITUB vs WING
-33.2%
+219.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | 0.0% |
| 7D | +2.2% | +7.2% | -5.0% | +1.8% |
| 30D | +12.6% | +4.8% | +7.8% | +12.2% |
| 3M | +6.4% | -23.7% | +30.1% | +7.8% |
| 6M | +0.6% | -43.6% | +44.2% | +3.6% |
| YTD | +18.8% | -50.6% | +69.4% | +23.0% |
| 1Y | +31.0% | -57.0% | +88.0% | +36.5% |
| 3Y | +118.1% | -28.3% | +146.3% | +115.7% |
| All | +186.2% | -33.2% | +219.3% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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