-44.4%
SLV vs ITUB
-5.6%
-38.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.7% |
| 7D | -5.8% | +1.9% | -7.7% | -6.2% |
| 30D | -12.1% | -22.2% | +10.1% | -8.7% |
| 3M | -24.1% | +2.7% | -26.8% | -29.3% |
| 6M | -44.4% | -3.0% | -41.4% | -47.7% |
| All | -44.4% | -5.6% | -38.8% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling