-86.3%
SPXU vs ITUB
+186.2%
-272.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.2% |
| 7D | +2.5% | +2.2% | +0.3% | +3.7% |
| 30D | +4.2% | +12.6% | -8.4% | +11.3% |
| 3M | -9.3% | +6.4% | -15.7% | -5.7% |
| 6M | -30.7% | +0.6% | -31.3% | -28.8% |
| YTD | -28.1% | +18.8% | -47.0% | -18.4% |
| 1Y | -35.2% | +31.0% | -66.3% | -21.8% |
| 3Y | -79.9% | +118.1% | -198.0% | -66.1% |
| All | -86.3% | +186.2% | -272.5% | -70.4% |
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