+128.5%
EEM vs ITUB
+220.1%
-91.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.9% |
| 30D | +2.1% | +12.6% | -10.5% | -1.6% |
| 3M | +1.0% | +6.4% | -5.4% | -1.1% |
| 6M | +15.9% | +0.6% | +15.3% | +15.3% |
| YTD | +24.6% | +18.8% | +5.8% | +18.1% |
| 1Y | +32.3% | +31.0% | +1.3% | +21.5% |
| 3Y | +85.9% | +118.1% | -32.2% | +45.4% |
| 5Y | +45.4% | +193.0% | -147.7% | +0.2% |
| All | +128.5% | +220.1% | -91.6% | +39.3% |
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 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