+2,308.5%
SPG vs ITUB
+1,772.8%
+535.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.6% |
| 7D | +2.7% | +3.7% | -1.0% | +1.4% |
| 30D | +16.6% | -24.9% | +41.5% | +27.1% |
| 3M | +8.1% | +0.8% | +7.3% | +5.3% |
| 6M | +19.3% | -6.6% | +26.0% | +19.0% |
| YTD | +31.1% | +7.8% | +23.3% | +23.0% |
| 1Y | +32.8% | +7.4% | +25.4% | +24.5% |
| 3Y | +135.8% | +78.8% | +57.0% | +80.1% |
| 5Y | +85.1% | +179.9% | -94.8% | +14.9% |
| 10Y | +115.9% | +170.9% | -54.9% | +26.5% |
| All | +2,308.5% | +1,772.8% | +535.7% | +927.6% |
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