-5.3%
STZ vs ITUB
-14.5%
+9.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +22.3% |
| 3M | +8.0% | -9.6% | +17.6% | +7.7% |
| 6M | -5.3% | -11.6% | +6.3% | -5.0% |
| All | -5.3% | -14.5% | +9.2% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling