+70.0%
SHEL vs ITUB
+120.1%
-50.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +3.9% | +1.0% | +3.0% | +3.8% |
| 30D | +7.0% | +10.7% | -3.7% | +5.7% |
| 3M | +12.5% | +10.1% | +2.4% | +11.0% |
| 6M | +14.8% | -0.1% | +14.9% | +14.4% |
| YTD | +34.2% | +18.4% | +15.8% | +29.9% |
| 1Y | +37.0% | +31.3% | +5.7% | +30.2% |
| All | +70.0% | +120.1% | -50.1% | +48.9% |
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