+1,344.7%
EME vs ITUB
+220.1%
+1,124.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.2% |
| 7D | +3.5% | +2.2% | +1.3% | +2.9% |
| 30D | -6.3% | +12.6% | -18.9% | -9.5% |
| 3M | -3.8% | +6.4% | -10.2% | -5.5% |
| 6M | +8.5% | +0.6% | +7.9% | +8.0% |
| YTD | +27.8% | +18.8% | +9.0% | +21.7% |
| 1Y | +22.2% | +31.0% | -8.8% | +13.2% |
| 3Y | +253.5% | +118.1% | +135.4% | +180.4% |
| 5Y | +578.6% | +193.0% | +385.6% | +377.3% |
| All | +1,344.7% | +220.1% | +1,124.6% | +852.2% |
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