+81.7%
SPY vs ITUB
+186.4%
-104.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.4% | +2.6% | -4.0% | -1.9% |
| 3M | +3.7% | +8.4% | -4.7% | +1.9% |
| 6M | +13.0% | -0.5% | +13.5% | +12.7% |
| YTD | +12.4% | +15.3% | -2.9% | +8.9% |
| 1Y | +18.5% | +28.7% | -10.2% | +12.4% |
| 3Y | +77.6% | +118.7% | -41.0% | +51.9% |
| 5Y | +81.7% | +182.7% | -101.0% | +45.4% |
| All | +81.7% | +186.4% | -104.7% | +45.4% |
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