+958.1%
SPY vs ITUB
+1,767.9%
-809.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.9% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | -2.0% | -22.2% | +20.2% | +3.2% |
| 3M | -2.8% | +2.7% | -5.5% | -4.7% |
| 6M | +2.1% | -3.0% | +5.1% | +1.2% |
| YTD | +11.5% | +7.5% | +4.0% | +7.3% |
| 1Y | +13.5% | +10.5% | +3.0% | +8.3% |
| 3Y | +77.7% | +81.0% | -3.3% | +48.5% |
| 5Y | +72.6% | +181.8% | -109.2% | +26.0% |
| 10Y | +308.2% | +170.2% | +138.0% | +175.4% |
| All | +958.1% | +1,767.9% | -809.8% | +353.1% |
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 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