+96.7%
SPYG vs ITUB
+120.1%
-23.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -1.5% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | -1.9% | +10.7% | -12.6% | -4.3% |
| 3M | +5.2% | +10.1% | -4.9% | +2.6% |
| 6M | +15.6% | -0.1% | +15.7% | +15.1% |
| YTD | +12.4% | +18.4% | -6.0% | +7.7% |
| 1Y | +17.5% | +31.3% | -13.8% | +9.6% |
| All | +96.7% | +120.1% | -23.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling