-12.5%
SPGI vs ITUB
+30.8%
-43.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | +0.1% | +8.7% | -8.6% | +0.1% |
| 30D | +8.4% | -0.7% | +9.1% | +8.6% |
| 3M | +11.8% | +7.8% | +4.0% | +11.8% |
| 6M | +5.7% | -3.4% | +9.1% | +5.4% |
| YTD | -9.7% | +16.3% | -26.0% | -10.8% |
| 1Y | -12.5% | +29.8% | -42.3% | -14.1% |
| All | -12.5% | +30.8% | -43.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling