+2,026.0%
SPG vs ITUB
+1,920.1%
+105.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.4% | +8.7% | -11.1% | -5.3% |
| 30D | -6.8% | -0.7% | -6.1% | -6.8% |
| 3M | +2.7% | +7.8% | -5.1% | -0.5% |
| 6M | +5.5% | -3.4% | +8.9% | +5.8% |
| YTD | +15.7% | +16.3% | -0.6% | +8.0% |
| 1Y | +20.9% | +29.8% | -9.0% | +8.1% |
| 3Y | +112.4% | +111.1% | +1.3% | +55.9% |
| 5Y | +101.4% | +173.6% | -72.2% | +28.1% |
| 10Y | +60.6% | +193.2% | -132.6% | -7.1% |
| All | +2,026.0% | +1,920.1% | +105.9% | +802.3% |
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