-9.2%
STZ vs ITUB
+188.9%
-198.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.9% | +8.7% | -10.6% | -3.5% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -6.2% | +7.8% | -14.0% | -7.8% |
| 6M | -14.0% | -3.4% | -10.6% | -13.8% |
| YTD | -5.1% | +16.3% | -21.4% | -8.6% |
| 1Y | -9.6% | +29.8% | -39.4% | -15.0% |
| 3Y | -47.2% | +111.1% | -158.3% | -55.6% |
| 5Y | -33.6% | +173.6% | -207.1% | -48.9% |
| All | -9.2% | +188.9% | -198.1% | -36.7% |
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