+179.1%
SOUN vs ITUB
+120.1%
+59.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -4.5% |
| 7D | -6.8% | +1.0% | -7.8% | -7.4% |
| 30D | -15.2% | +10.7% | -26.0% | -20.0% |
| 3M | -7.0% | +10.1% | -17.0% | -12.5% |
| 6M | -20.5% | -0.1% | -20.4% | -21.2% |
| YTD | -37.0% | +18.4% | -55.4% | -43.4% |
| 1Y | -55.3% | +31.3% | -86.6% | -62.5% |
| All | +179.1% | +120.1% | +59.0% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling