+45.8%
SLB vs ITUB
+8.3%
+37.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | +6.5% | -22.2% | +28.7% | +11.3% |
| 3M | -0.2% | +2.7% | -2.9% | -3.3% |
| 6M | -5.7% | -3.0% | -2.8% | -7.7% |
| YTD | +36.8% | +7.5% | +29.3% | +29.5% |
| 1Y | +45.8% | +10.5% | +35.3% | +38.4% |
| All | +45.8% | +8.3% | +37.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling