-48.8%
SE vs ITUB
+9.0%
-57.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.8% |
| 7D | +6.7% | -1.6% | +8.3% | +7.0% |
| 30D | -17.2% | -26.6% | +9.4% | -12.6% |
| 3M | -28.0% | -11.1% | -17.0% | -28.1% |
| 6M | -6.1% | -13.1% | +7.0% | -5.5% |
| YTD | -37.1% | +3.9% | -41.0% | -37.9% |
| 1Y | -48.8% | +9.8% | -58.5% | -50.1% |
| All | -48.8% | +9.0% | -57.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling