-5.9%
SLB vs ITUB
+219.0%
-224.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.9% |
| 7D | -2.4% | +1.0% | -3.4% | -2.9% |
| 30D | +4.9% | +10.7% | -5.8% | +0.4% |
| 3M | +1.4% | +10.1% | -8.6% | -3.1% |
| 6M | +17.6% | -0.1% | +17.8% | +16.5% |
| YTD | +48.3% | +18.4% | +29.9% | +36.3% |
| 1Y | +58.7% | +31.3% | +27.4% | +39.2% |
| 3Y | +0.6% | +124.6% | -124.1% | -32.1% |
| 5Y | +133.6% | +192.0% | -58.4% | +33.5% |
| All | -5.9% | +219.0% | -224.8% | -48.9% |
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