+929.2%
SO vs ITUB
+1,920.1%
-990.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | +8.7% | -8.9% | -1.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | -3.0% | +7.8% | -10.8% | -4.1% |
| 6M | -8.3% | -3.4% | -4.8% | -8.2% |
| YTD | +3.5% | +16.3% | -12.7% | +1.1% |
| 1Y | -0.9% | +29.8% | -30.8% | -4.7% |
| 3Y | +45.4% | +111.1% | -65.7% | +30.7% |
| 5Y | +59.6% | +173.6% | -113.9% | +36.7% |
| 10Y | +156.6% | +193.2% | -36.6% | +108.3% |
| All | +929.2% | +1,920.1% | -990.9% | +560.5% |
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 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