+70.3%
SLB vs ITUB
+182.0%
-111.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.3% |
| 7D | -4.3% | +4.9% | -9.1% | -5.6% |
| 30D | +1.9% | -27.2% | +29.2% | +11.0% |
| 3M | -5.7% | -6.1% | +0.4% | -5.9% |
| 6M | -5.3% | -10.7% | +5.3% | -4.3% |
| YTD | +32.2% | +5.5% | +26.6% | +25.7% |
| 1Y | +38.5% | +7.8% | +30.7% | +30.6% |
| 3Y | +1.1% | +75.0% | -73.9% | -20.7% |
| 5Y | +70.3% | +178.6% | -108.3% | -1.7% |
| All | +70.3% | +182.0% | -111.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling