+823.3%
SPYM vs ITUB
+517.9%
+305.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -1.0% |
| 7D | +0.6% | +8.2% | -7.7% | -1.2% |
| 30D | -0.9% | +4.7% | -5.6% | -2.0% |
| 3M | +3.9% | +13.0% | -9.1% | +0.9% |
| 6M | +14.5% | +4.2% | +10.4% | +13.0% |
| YTD | +13.0% | +18.6% | -5.6% | +8.1% |
| 1Y | +19.4% | +31.3% | -11.8% | +11.5% |
| 3Y | +78.9% | +124.9% | -46.0% | +46.6% |
| 5Y | +82.3% | +195.6% | -113.3% | +36.9% |
| 10Y | +314.7% | +196.4% | +118.3% | +188.4% |
| All | +823.3% | +517.9% | +305.4% | +394.0% |
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