+230.9%
SPOT vs ITUB
+120.1%
+110.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.7% |
| 7D | -6.9% | +1.0% | -7.8% | -7.0% |
| 30D | +4.1% | +10.7% | -6.6% | +2.5% |
| 3M | +3.7% | +10.1% | -6.4% | +1.9% |
| 6M | -1.6% | -0.1% | -1.5% | -2.0% |
| YTD | -10.2% | +18.4% | -28.6% | -13.7% |
| 1Y | -25.9% | +31.3% | -57.2% | -30.8% |
| All | +230.9% | +120.1% | +110.8% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling