+142.8%
EFA vs ITUB
+220.1%
-77.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | +2.2% | -3.7% | -2.0% |
| 30D | -1.7% | +12.6% | -14.3% | -4.4% |
| 3M | +3.5% | +6.4% | -2.9% | +1.8% |
| 6M | +9.5% | +0.6% | +8.9% | +8.9% |
| YTD | +12.9% | +18.8% | -6.0% | +8.1% |
| 1Y | +18.2% | +31.0% | -12.8% | +10.5% |
| 3Y | +64.8% | +118.1% | -53.2% | +36.3% |
| 5Y | +53.9% | +193.0% | -139.1% | +15.9% |
| All | +142.8% | +220.1% | -77.3% | +69.4% |
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 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