+29.6%
EMB vs ITUB
+220.1%
-190.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | -1.3% | +12.6% | -13.9% | -2.5% |
| 3M | -1.8% | +6.4% | -8.2% | -2.5% |
| 6M | +0.2% | +0.6% | -0.4% | -0.1% |
| YTD | +0.4% | +18.8% | -18.5% | -1.8% |
| 1Y | +2.8% | +31.0% | -28.2% | -0.6% |
| 3Y | +29.1% | +118.1% | -88.9% | +17.6% |
| 5Y | +6.3% | +193.0% | -186.8% | -7.6% |
| All | +29.6% | +220.1% | -190.5% | +5.6% |
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 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