+993.2%
SO vs ITUB
+1,767.9%
-774.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +4.7% | -22.2% | +26.9% | +7.5% |
| 3M | +1.7% | +2.7% | -1.0% | +0.7% |
| 6M | +2.2% | -3.0% | +5.1% | +1.7% |
| YTD | +10.0% | +7.5% | +2.5% | +7.7% |
| 1Y | +6.0% | +10.5% | -4.4% | +3.5% |
| 3Y | +54.1% | +81.0% | -26.9% | +40.4% |
| 5Y | +79.6% | +181.8% | -102.2% | +52.7% |
| 10Y | +195.5% | +170.2% | +25.3% | +140.9% |
| All | +993.2% | +1,767.9% | -774.6% | +603.9% |
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