+589.4%
SE vs ITUB
+106.2%
+483.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -6.1% | +8.7% | -14.8% | -8.4% |
| 30D | -2.5% | -0.7% | -1.8% | -2.5% |
| 3M | +21.7% | +7.8% | +13.9% | +18.5% |
| 6M | +27.0% | -3.4% | +30.4% | +27.4% |
| YTD | -12.1% | +16.3% | -28.4% | -16.3% |
| 1Y | -40.9% | +29.8% | -70.7% | -45.8% |
| 3Y | +191.0% | +111.1% | +79.9% | +129.7% |
| 5Y | -68.3% | +173.6% | -241.8% | -77.4% |
| All | +589.4% | +106.2% | +483.2% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling