-66.3%
SE vs ITUB
+186.4%
-252.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -5.3% | +2.6% | -7.9% | -6.3% |
| 3M | +28.1% | +8.4% | +19.7% | +24.1% |
| 6M | +20.7% | -0.5% | +21.2% | +20.2% |
| YTD | -14.8% | +15.3% | -30.1% | -18.8% |
| 1Y | -43.6% | +28.7% | -72.3% | -48.3% |
| 3Y | +184.2% | +118.7% | +65.5% | +119.5% |
| 5Y | -66.3% | +182.7% | -249.0% | -77.1% |
| All | -66.3% | +186.4% | -252.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling