+2,290.2%
SPG vs ITUB
+1,767.9%
+522.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.0% |
| 7D | +2.0% | +1.9% | +0.1% | +1.3% |
| 30D | +17.2% | -22.2% | +39.4% | +26.3% |
| 3M | +6.3% | +2.7% | +3.6% | +2.9% |
| 6M | +18.7% | -3.0% | +21.7% | +16.7% |
| YTD | +30.1% | +7.5% | +22.6% | +22.2% |
| 1Y | +32.8% | +10.5% | +22.3% | +23.2% |
| 3Y | +133.6% | +81.0% | +52.6% | +77.6% |
| 5Y | +84.4% | +181.8% | -97.4% | +14.1% |
| 10Y | +114.3% | +170.2% | -55.9% | +25.7% |
| All | +2,290.2% | +1,767.9% | +522.4% | +920.5% |
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