+182.0%
SLV vs ITUB
+169.9%
+12.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | -15.6% | -25.4% | +9.8% | -12.0% |
| 3M | -23.6% | -0.3% | -23.3% | -24.1% |
| 6M | -42.6% | -8.0% | -34.6% | -42.2% |
| YTD | -30.0% | +5.2% | -35.2% | -30.4% |
| 1Y | -6.6% | +7.4% | -14.0% | -7.5% |
| 3Y | +121.8% | +74.5% | +47.3% | +105.7% |
| 5Y | +92.7% | +175.8% | -83.2% | +68.3% |
| All | +182.0% | +169.9% | +12.1% | +139.5% |
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