+100.2%
SEDG vs ITUB
+220.1%
-119.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +1.4% | +2.2% | -0.8% | +0.6% |
| 30D | +8.3% | +12.6% | -4.3% | +3.5% |
| 3M | -40.7% | +6.4% | -47.1% | -42.1% |
| 6M | -3.9% | +0.6% | -4.5% | -4.8% |
| YTD | +20.2% | +18.8% | +1.4% | +11.8% |
| 1Y | +17.6% | +31.0% | -13.4% | +5.4% |
| 3Y | -76.6% | +118.1% | -194.7% | -82.5% |
| 5Y | -87.1% | +193.0% | -280.1% | -91.7% |
| All | +100.2% | +220.1% | -119.9% | +27.2% |
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