+251.0%
SPOT vs ITUB
+74.6%
+176.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | +2.6% | -0.4% | +1.7% |
| 3M | +5.4% | +8.4% | -3.0% | +3.6% |
| 6M | -4.0% | -0.5% | -3.5% | -4.5% |
| YTD | -9.9% | +15.3% | -25.2% | -13.2% |
| 1Y | -27.3% | +28.7% | -56.0% | -31.6% |
| 3Y | +236.4% | +118.7% | +117.7% | +182.1% |
| 5Y | +112.6% | +182.7% | -70.1% | +65.9% |
| All | +251.0% | +74.6% | +176.4% | +203.5% |
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