+218.5%
SIMO vs ITUB
+77.0%
+141.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -16.0% | +4.9% | -20.9% | -16.9% |
| 30D | -35.8% | -27.2% | -8.5% | -31.4% |
| 3M | -26.5% | -6.1% | -20.4% | -26.8% |
| 6M | -33.0% | -10.7% | -22.3% | -32.4% |
| YTD | +84.3% | +5.5% | +78.8% | +76.2% |
| 1Y | +82.0% | +7.8% | +74.1% | +72.4% |
| 3Y | +218.5% | +75.0% | +143.5% | +161.2% |
| All | +218.5% | +77.0% | +141.5% | +161.2% |
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