+1,079.8%
STZ vs ITUB
+1,920.1%
-840.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.9% | +8.7% | -10.6% | -3.6% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -6.2% | +7.8% | -14.0% | -7.9% |
| 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% | -15.1% |
| 3Y | -47.2% | +111.1% | -158.3% | -55.6% |
| 5Y | -33.6% | +173.6% | -207.1% | -48.7% |
| 10Y | -9.8% | +193.2% | -203.0% | -35.7% |
| All | +1,079.8% | +1,920.1% | -840.3% | +521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling