+6,410.1%
EME vs ITUB
+1,902.7%
+4,507.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | +2.6% | -9.4% | -7.9% |
| 3M | -8.8% | +8.4% | -17.3% | -11.6% |
| 6M | +5.0% | -0.5% | +5.5% | +4.7% |
| YTD | +23.5% | +15.3% | +8.2% | +16.9% |
| 1Y | +21.3% | +28.7% | -7.4% | +10.3% |
| 3Y | +241.1% | +118.7% | +122.4% | +151.1% |
| 5Y | +549.2% | +182.7% | +366.5% | +316.2% |
| 10Y | +1,306.4% | +207.6% | +1,098.8% | +669.1% |
| All | +6,410.1% | +1,902.7% | +4,507.4% | +2,193.0% |
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