-15.7%
SHOP vs ITUB
+186.4%
-202.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.4% |
| 7D | -10.6% | 0.0% | -10.6% | -10.6% |
| 30D | -18.3% | +2.6% | -20.9% | -19.3% |
| 3M | +14.8% | +8.4% | +6.4% | +10.3% |
| 6M | -5.0% | -0.5% | -4.5% | -5.8% |
| YTD | -21.2% | +15.3% | -36.5% | -26.7% |
| 1Y | -11.6% | +28.7% | -40.3% | -21.6% |
| 3Y | +101.2% | +118.7% | -17.4% | +42.8% |
| 5Y | -15.7% | +182.7% | -198.4% | -46.4% |
| All | -15.7% | +186.4% | -202.1% | -46.4% |
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 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