+273.0%
EMR vs ITUB
+220.1%
+52.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | -6.8% | +12.6% | -19.4% | -9.9% |
| 3M | +7.5% | +6.4% | +1.1% | +5.2% |
| 6M | +9.9% | +0.6% | +9.3% | +9.2% |
| YTD | +16.0% | +18.8% | -2.9% | +9.9% |
| 1Y | +12.4% | +31.0% | -18.6% | +3.5% |
| 3Y | +60.2% | +118.1% | -57.8% | +25.7% |
| 5Y | +67.9% | +193.0% | -125.2% | +15.6% |
| All | +273.0% | +220.1% | +52.9% | +147.3% |
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