+104.2%
SPG vs ITUB
+186.4%
-82.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.6% |
| 30D | -6.3% | +2.6% | -8.8% | -6.9% |
| 3M | -2.4% | +8.4% | -10.9% | -4.4% |
| 6M | +9.6% | -0.5% | +10.2% | +9.3% |
| YTD | +14.2% | +15.3% | -1.1% | +9.8% |
| 1Y | +19.3% | +28.7% | -9.4% | +11.6% |
| 3Y | +106.7% | +118.7% | -11.9% | +69.5% |
| 5Y | +104.2% | +182.7% | -78.5% | +51.2% |
| All | +104.2% | +186.4% | -82.1% | +51.2% |
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