+579.5%
SIMO vs ITUB
+197.6%
+381.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.6% |
| 7D | +14.5% | 0.0% | +14.5% | +14.5% |
| 30D | +20.4% | +2.6% | +17.8% | +19.7% |
| 3M | +7.1% | +8.4% | -1.3% | +5.7% |
| 6M | +129.2% | -0.5% | +129.8% | +128.7% |
| YTD | +201.9% | +15.3% | +186.7% | +192.9% |
| 1Y | +235.5% | +28.7% | +206.8% | +218.6% |
| 3Y | +463.8% | +118.7% | +345.2% | +384.4% |
| 5Y | +306.7% | +182.7% | +124.0% | +227.0% |
| 10Y | +579.5% | +207.6% | +371.9% | +397.8% |
| All | +579.5% | +197.6% | +381.9% | +397.8% |
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