+1,144.3%
SPYG vs ITUB
+1,902.7%
-758.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.7% | +2.6% | -4.3% | -2.4% |
| 3M | +3.6% | +8.4% | -4.8% | +1.5% |
| 6M | +16.6% | -0.5% | +17.1% | +16.3% |
| YTD | +13.4% | +15.3% | -1.9% | +9.0% |
| 1Y | +19.6% | +28.7% | -9.1% | +11.9% |
| 3Y | +99.8% | +118.7% | -18.9% | +63.5% |
| 5Y | +85.0% | +182.7% | -97.7% | +38.7% |
| 10Y | +422.1% | +207.6% | +214.5% | +253.2% |
| All | +1,144.3% | +1,902.7% | -758.4% | +446.3% |
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