+15.5%
STZ vs ITUB
+169.9%
-154.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +14.7% | -25.4% | +40.2% | +20.3% |
| 3M | +8.8% | -0.3% | +9.1% | +7.6% |
| 6M | +3.1% | -8.0% | +11.0% | +3.3% |
| YTD | +7.9% | +5.2% | +2.7% | +4.9% |
| 1Y | +14.2% | +7.4% | +6.8% | +10.3% |
| 3Y | -35.2% | +74.5% | -109.7% | -43.8% |
| 5Y | -29.6% | +175.8% | -205.4% | -46.2% |
| All | +15.5% | +169.9% | -154.4% | -14.7% |
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