+1,077.4%
STX vs ITUB
+186.4%
+891.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.3% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +10.6% | +2.6% | +8.0% | +9.7% |
| 3M | +4.8% | +8.4% | -3.6% | +2.7% |
| 6M | +137.3% | -0.5% | +137.8% | +136.8% |
| YTD | +222.5% | +15.3% | +207.2% | +212.8% |
| 1Y | +366.2% | +28.7% | +337.5% | +341.8% |
| 3Y | +1,352.9% | +118.7% | +1,234.2% | +1,137.5% |
| 5Y | +1,077.4% | +182.7% | +894.8% | +846.8% |
| All | +1,077.4% | +186.4% | +891.1% | +846.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling