+977.6%
SPY vs ITUB
+1,920.1%
-942.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | +8.7% | -8.6% | -1.9% |
| 30D | +0.1% | -0.7% | +0.7% | +0.1% |
| 3M | +2.0% | +7.8% | -5.8% | -0.1% |
| 6M | +13.0% | -3.4% | +16.4% | +13.3% |
| YTD | +13.5% | +16.3% | -2.7% | +8.6% |
| 1Y | +20.0% | +29.8% | -9.9% | +11.5% |
| 3Y | +77.2% | +111.1% | -33.9% | +44.4% |
| 5Y | +81.9% | +173.6% | -91.7% | +34.9% |
| 10Y | +314.1% | +193.2% | +120.8% | +176.5% |
| All | +977.6% | +1,920.1% | -942.5% | +358.9% |
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