+856.1%
EEM vs ITUB
+2,709.4%
-1,853.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | +3.1% | +8.2% | -5.2% | -0.6% |
| 30D | +4.9% | +4.7% | +0.2% | +2.5% |
| 3M | +5.2% | +13.0% | -7.8% | -0.8% |
| 6M | +20.7% | +4.2% | +16.5% | +17.8% |
| YTD | +26.5% | +18.6% | +7.9% | +16.2% |
| 1Y | +37.8% | +31.3% | +6.6% | +20.5% |
| 3Y | +91.0% | +124.9% | -33.9% | +27.4% |
| 5Y | +47.0% | +195.6% | -148.6% | -19.2% |
| 10Y | +125.6% | +196.4% | -70.8% | +2.4% |
| All | +856.1% | +2,709.4% | -1,853.3% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling