-16.5%
SOUN vs ITUB
+165.9%
-182.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -7.1% | +2.2% | -9.3% | -8.2% |
| 30D | -15.4% | +12.6% | -28.0% | -20.5% |
| 3M | -10.6% | +6.4% | -17.0% | -13.9% |
| 6M | -19.6% | +0.6% | -20.2% | -20.5% |
| YTD | -37.2% | +18.8% | -56.1% | -43.1% |
| 1Y | -57.1% | +31.0% | -88.1% | -63.2% |
| 3Y | +178.2% | +118.1% | +60.1% | +85.3% |
| All | -16.5% | +165.9% | -182.4% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling