+2.1%
SLB vs ITUB
+120.6%
-118.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +0.8% | +8.7% | -7.9% | -1.3% |
| 30D | +15.8% | -0.7% | +16.5% | +15.9% |
| 3M | -0.3% | +7.8% | -8.1% | -2.6% |
| 6M | +21.3% | -3.4% | +24.8% | +21.7% |
| YTD | +52.3% | +16.3% | +36.0% | +45.8% |
| 1Y | +63.6% | +29.8% | +33.8% | +52.6% |
| All | +2.1% | +120.6% | -118.4% | -6.0% |
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