+3,365.1%
SIMO vs ITUB
+698.5%
+2,666.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.0% |
| 7D | +4.2% | +8.7% | -4.5% | +1.4% |
| 30D | +4.1% | -0.7% | +4.8% | +4.2% |
| 3M | -12.9% | +7.8% | -20.7% | -14.9% |
| 6M | +110.3% | -3.4% | +113.8% | +111.4% |
| YTD | +178.6% | +16.3% | +162.3% | +162.8% |
| 1Y | +220.0% | +29.8% | +190.2% | +190.7% |
| 3Y | +409.0% | +111.1% | +298.0% | +287.5% |
| 5Y | +277.3% | +173.6% | +103.8% | +150.2% |
| 10Y | +506.6% | +193.2% | +313.4% | +233.0% |
| All | +3,365.1% | +698.5% | +2,666.5% | +1,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling