+13.5%
SPY vs ITUB
+8.3%
+5.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +2.4% |
| 30D | -2.0% | -22.2% | +20.2% | +0.2% |
| 3M | -2.8% | +2.7% | -5.5% | -5.3% |
| 6M | +2.1% | -3.0% | +5.1% | +0.3% |
| YTD | +11.5% | +7.5% | +4.0% | +8.4% |
| 1Y | +13.5% | +10.5% | +3.0% | +10.0% |
| All | +13.5% | +8.3% | +5.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling