+215.4%
SLB vs ITUB
+1,920.1%
-1,704.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +0.8% | +8.7% | -7.9% | -2.3% |
| 30D | +15.8% | -0.7% | +16.5% | +15.9% |
| 3M | -0.3% | +7.8% | -8.1% | -3.5% |
| 6M | +21.3% | -3.4% | +24.8% | +21.9% |
| YTD | +52.3% | +16.3% | +36.0% | +42.5% |
| 1Y | +63.6% | +29.8% | +33.8% | +46.5% |
| 3Y | +3.8% | +111.1% | -107.3% | -24.5% |
| 5Y | +128.6% | +173.6% | -44.9% | +46.2% |
| 10Y | -3.1% | +193.2% | -196.3% | -43.5% |
| All | +215.4% | +1,920.1% | -1,704.7% | +16.2% |
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