+454.5%
EFA vs ITUB
+1,902.7%
-1,448.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.3% | +2.6% | -3.9% | -2.2% |
| 3M | +5.2% | +8.4% | -3.2% | +2.5% |
| 6M | +9.4% | -0.5% | +9.9% | +9.0% |
| YTD | +12.7% | +15.3% | -2.6% | +7.5% |
| 1Y | +19.3% | +28.7% | -9.4% | +9.9% |
| 3Y | +66.3% | +118.7% | -52.3% | +29.7% |
| 5Y | +53.4% | +182.7% | -129.3% | +6.9% |
| 10Y | +144.4% | +207.6% | -63.2% | +48.3% |
| All | +454.5% | +1,902.7% | -1,448.2% | +106.5% |
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