-99.5%
SPXU vs ITUB
+220.1%
-319.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.2% |
| 7D | +2.5% | +2.2% | +0.3% | +3.9% |
| 30D | +4.2% | +12.6% | -8.4% | +12.5% |
| 3M | -9.3% | +6.4% | -15.7% | -5.2% |
| 6M | -30.7% | +0.6% | -31.3% | -28.6% |
| YTD | -28.1% | +18.8% | -47.0% | -16.8% |
| 1Y | -35.2% | +31.0% | -66.3% | -19.5% |
| 3Y | -79.9% | +118.1% | -198.0% | -62.7% |
| 5Y | -86.4% | +193.0% | -279.4% | -65.3% |
| All | -99.5% | +220.1% | -319.6% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling