+16.9%
EFA vs ITUB
+9.0%
+7.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.2% |
| 30D | +1.6% | -26.6% | +28.2% | +6.6% |
| 3M | -1.5% | -11.1% | +9.6% | -1.8% |
| 6M | +6.6% | -13.1% | +19.7% | +6.8% |
| YTD | +11.8% | +3.9% | +8.0% | +8.3% |
| 1Y | +16.9% | +9.8% | +7.1% | +10.4% |
| All | +16.9% | +9.0% | +7.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling