+90.2%
EMR vs ITUB
+181.1%
-90.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.4% |
| 7D | +2.8% | +1.9% | +1.0% | +2.5% |
| 30D | +3.7% | -22.2% | +25.8% | +8.1% |
| 3M | +2.0% | +2.7% | -0.7% | -0.1% |
| 6M | +22.1% | -3.0% | +25.1% | +20.7% |
| YTD | +27.2% | +7.5% | +19.7% | +23.4% |
| 1Y | +32.0% | +10.5% | +21.6% | +27.3% |
| 3Y | +103.3% | +81.0% | +22.3% | +77.2% |
| All | +90.2% | +181.1% | -90.9% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling