+655.9%
STM vs ITUB
+220.1%
+435.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | -4.9% | +12.6% | -17.5% | -9.0% |
| 3M | -34.0% | +6.4% | -40.4% | -35.5% |
| 6M | +51.8% | +0.6% | +51.2% | +51.3% |
| YTD | +99.4% | +18.8% | +80.5% | +87.7% |
| 1Y | +99.1% | +31.0% | +68.1% | +80.9% |
| 3Y | +19.5% | +118.1% | -98.6% | -9.1% |
| 5Y | +19.5% | +193.0% | -173.5% | -21.1% |
| All | +655.9% | +220.1% | +435.8% | +363.8% |
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