+196.4%
SE vs ITUB
+120.3%
+76.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | +0.6% | +8.2% | -7.6% | -2.1% |
| 30D | -0.1% | +4.7% | -4.8% | -2.0% |
| 3M | +34.1% | +13.0% | +21.1% | +27.4% |
| 6M | +23.2% | +4.2% | +19.0% | +20.7% |
| YTD | -11.2% | +18.6% | -29.7% | -16.3% |
| 1Y | -40.5% | +31.3% | -71.8% | -46.3% |
| All | +196.4% | +120.3% | +76.0% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling