+216.5%
SLV vs ITUB
+219.0%
-2.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -5.7% |
| 7D | -5.0% | +1.0% | -6.0% | -5.2% |
| 30D | -1.8% | +10.7% | -12.5% | -3.4% |
| 3M | -0.3% | +10.1% | -10.3% | -1.9% |
| 6M | -28.2% | -0.1% | -28.1% | -28.3% |
| YTD | -10.7% | +18.4% | -29.2% | -12.4% |
| 1Y | +53.7% | +31.3% | +22.4% | +48.8% |
| 3Y | +173.7% | +124.6% | +49.1% | +146.9% |
| 5Y | +161.5% | +192.0% | -30.5% | +127.1% |
| All | +216.5% | +219.0% | -2.5% | +157.7% |
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 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