+14.9%
SPGI vs ITUB
+182.0%
-167.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.6% | +4.9% | -3.3% | +1.0% |
| 30D | +16.1% | -27.2% | +43.3% | +20.5% |
| 3M | +15.5% | -6.1% | +21.6% | +15.3% |
| 6M | +19.6% | -10.7% | +30.3% | +20.2% |
| YTD | -3.6% | +5.5% | -9.1% | -6.4% |
| 1Y | +2.2% | +7.8% | -5.6% | -1.3% |
| 3Y | +30.1% | +75.0% | -44.9% | +14.1% |
| 5Y | +14.9% | +178.6% | -163.6% | -6.1% |
| All | +14.9% | +182.0% | -167.0% | -6.1% |
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 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