+219.5%
SLV vs ITUB
+323.7%
-104.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -5.8% | +1.9% | -7.7% | -6.1% |
| 30D | -12.1% | -22.2% | +10.1% | -8.7% |
| 3M | -24.1% | +2.7% | -26.8% | -25.0% |
| 6M | -44.4% | -3.0% | -41.4% | -44.5% |
| YTD | -31.5% | +7.5% | -39.0% | -32.5% |
| 1Y | -6.9% | +10.5% | -17.4% | -8.8% |
| 3Y | +116.0% | +81.0% | +35.0% | +94.1% |
| 5Y | +88.4% | +181.8% | -93.4% | +55.3% |
| 10Y | +167.9% | +170.2% | -2.2% | +106.9% |
| All | +219.5% | +323.7% | -104.2% | +72.7% |
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 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