+147.8%
SW vs ITUB
+194.0%
-46.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.1% | +8.7% | -13.8% | -6.0% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +9.4% | +7.8% | +1.6% | +8.3% |
| 6M | +3.5% | -3.4% | +6.9% | +3.7% |
| YTD | +22.0% | +16.3% | +5.8% | +20.0% |
| 1Y | +2.2% | +29.8% | -27.6% | -0.7% |
| 3Y | +19.6% | +111.1% | -91.5% | +10.9% |
| 5Y | -2.3% | +173.6% | -175.9% | -12.4% |
| All | +147.8% | +194.0% | -46.2% | +111.7% |
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