+265.2%
SU vs ITUB
+220.1%
+45.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.4% |
| 30D | +8.4% | +12.6% | -4.2% | +3.8% |
| 3M | +12.1% | +6.4% | +5.7% | +9.1% |
| 6M | +19.7% | +0.6% | +19.1% | +17.6% |
| YTD | +58.4% | +18.8% | +39.6% | +45.6% |
| 1Y | +67.2% | +31.0% | +36.2% | +47.7% |
| 3Y | +125.0% | +118.1% | +7.0% | +58.9% |
| 5Y | +355.1% | +193.0% | +162.0% | +171.5% |
| All | +265.2% | +220.1% | +45.1% | +103.7% |
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