+45.0%
EEM vs ITUB
+186.2%
-141.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.8% |
| 30D | +2.1% | +12.6% | -10.5% | -1.1% |
| 3M | +1.0% | +6.4% | -5.4% | -0.8% |
| 6M | +15.9% | +0.6% | +15.3% | +15.4% |
| YTD | +24.6% | +18.8% | +5.8% | +19.4% |
| 1Y | +32.3% | +31.0% | +1.3% | +23.7% |
| 3Y | +85.9% | +118.1% | -32.2% | +54.3% |
| All | +45.0% | +186.2% | -141.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling