+14.2%
STZ vs ITUB
+8.7%
+5.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +4.9% | +3.7% | +1.2% | +4.7% |
| 30D | +20.9% | -24.1% | +45.0% | +22.6% |
| 3M | +8.0% | -9.6% | +17.5% | +8.0% |
| 6M | -5.3% | -11.5% | +6.2% | -5.3% |
| YTD | +5.9% | +5.5% | +0.4% | +6.7% |
| 1Y | +14.2% | +9.9% | +4.4% | +15.6% |
| All | +14.2% | +8.7% | +5.5% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling