+125.6%
EMB vs ITUB
+148.7%
-23.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +0.4% | -22.2% | +22.5% | +2.0% |
| 3M | -3.1% | +2.7% | -5.8% | -3.7% |
| 6M | -2.1% | -3.0% | +0.9% | -2.3% |
| YTD | -1.1% | +7.5% | -8.6% | -2.2% |
| 1Y | -0.1% | +10.5% | -10.5% | -1.4% |
| 3Y | +29.6% | +81.0% | -51.4% | +22.6% |
| 5Y | +7.2% | +181.8% | -174.6% | -2.5% |
| 10Y | +35.5% | +170.2% | -134.7% | +20.4% |
| All | +125.6% | +148.7% | -23.1% | +89.1% |
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