-100.0%
SPXU vs ITUB
+248.4%
-348.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +3.6% |
| 7D | +6.4% | +1.0% | +5.4% | +7.0% |
| 30D | +5.9% | +10.7% | -4.8% | +13.5% |
| 3M | -11.7% | +10.1% | -21.7% | -5.3% |
| 6M | -28.7% | -0.1% | -28.6% | -26.8% |
| YTD | -26.4% | +18.4% | -44.8% | -14.4% |
| 1Y | -35.2% | +31.3% | -66.5% | -18.7% |
| 3Y | -79.8% | +124.6% | -204.4% | -60.8% |
| 5Y | -86.1% | +192.0% | -278.0% | -63.5% |
| 10Y | -99.5% | +216.0% | -315.5% | -97.8% |
| All | -100.0% | +248.4% | -348.4% | -99.9% |
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