+318.0%
SPYM vs ITUB
+220.1%
+97.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -1.1% | +12.6% | -13.7% | -3.6% |
| 3M | +3.9% | +6.4% | -2.5% | +2.3% |
| 6M | +13.6% | +0.6% | +13.0% | +13.0% |
| YTD | +12.7% | +18.8% | -6.1% | +7.9% |
| 1Y | +17.6% | +31.0% | -13.4% | +10.0% |
| 3Y | +77.2% | +118.1% | -40.8% | +46.8% |
| 5Y | +84.1% | +193.0% | -108.9% | +38.9% |
| All | +318.0% | +220.1% | +97.9% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling