+183.3%
SW vs ITUB
+143.4%
+39.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | 0.0% |
| 7D | +1.8% | +5.5% | -3.7% | +1.2% |
| 30D | +7.0% | -25.6% | +32.6% | +10.2% |
| 3M | -7.6% | -4.7% | -3.0% | -7.8% |
| 6M | +8.5% | -8.6% | +17.2% | +8.8% |
| YTD | +17.7% | +7.9% | +9.7% | +15.9% |
| 1Y | +27.1% | +11.2% | +15.9% | +24.7% |
| 3Y | +48.2% | +82.6% | -34.4% | +38.5% |
| 5Y | -2.3% | +192.7% | -195.1% | -13.2% |
| 10Y | +183.3% | +144.7% | +38.7% | +147.0% |
| All | +183.3% | +143.4% | +39.9% | +147.0% |
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 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