+135.9%
SHOP vs ITUB
+81.0%
+55.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -1.2% | +1.9% | -3.1% | -1.9% |
| 30D | -14.7% | -22.2% | +7.4% | -7.9% |
| 3M | -7.2% | +2.7% | -9.9% | -10.9% |
| 6M | +54.2% | -3.0% | +57.1% | +50.3% |
| YTD | -8.6% | +7.5% | -16.1% | -15.4% |
| 1Y | +0.5% | +10.5% | -10.0% | -8.5% |
| 3Y | +135.9% | +81.0% | +55.0% | +60.4% |
| All | +135.9% | +81.0% | +55.0% | +60.4% |
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 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