+280.4%
SHW vs ITUB
+220.1%
+60.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | -10.0% | +12.6% | -22.6% | -11.9% |
| 3M | +2.3% | +6.4% | -4.1% | +1.0% |
| 6M | +0.7% | +0.6% | +0.1% | +0.3% |
| YTD | +0.5% | +18.8% | -18.4% | -2.8% |
| 1Y | -11.5% | +31.0% | -42.5% | -15.9% |
| 3Y | +21.3% | +118.1% | -96.7% | +5.1% |
| 5Y | +12.5% | +193.0% | -180.5% | -9.3% |
| All | +280.4% | +220.1% | +60.3% | +187.0% |
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