+562.3%
SE vs ITUB
+110.0%
+452.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.7% |
| 7D | -4.8% | +1.0% | -5.8% | -5.1% |
| 30D | -18.1% | +10.7% | -28.8% | -20.6% |
| 3M | +30.6% | +10.1% | +20.6% | +26.4% |
| 6M | +20.8% | -0.1% | +20.9% | +20.2% |
| YTD | -15.6% | +18.4% | -34.0% | -20.1% |
| 1Y | -44.2% | +31.3% | -75.5% | -49.0% |
| 3Y | +181.5% | +124.6% | +56.9% | +118.4% |
| 5Y | -66.9% | +192.0% | -258.9% | -76.9% |
| All | +562.3% | +110.0% | +452.3% | +389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling