+4.9%
SPGI vs ITUB
+194.5%
-189.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | -2.5% | +8.2% | -10.7% | -3.5% |
| 30D | +5.4% | +4.7% | +0.7% | +4.7% |
| 3M | +9.0% | +13.0% | -4.0% | +7.1% |
| 6M | +0.8% | +4.2% | -3.4% | -0.2% |
| YTD | -12.6% | +18.6% | -31.1% | -15.4% |
| 1Y | -16.1% | +31.3% | -47.4% | -20.2% |
| 3Y | +19.0% | +124.9% | -105.9% | +3.4% |
| All | +4.9% | +194.5% | -189.6% | -10.7% |
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