+982.0%
EMR vs ITUB
+1,767.9%
-785.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.6% |
| 7D | +2.8% | +1.9% | +1.0% | +2.3% |
| 30D | +3.7% | -22.2% | +25.8% | +10.3% |
| 3M | +2.0% | +2.7% | -0.7% | -0.5% |
| 6M | +22.1% | -3.0% | +25.1% | +20.7% |
| YTD | +27.2% | +7.5% | +19.7% | +21.8% |
| 1Y | +32.0% | +10.5% | +21.6% | +25.3% |
| 3Y | +103.3% | +81.0% | +22.3% | +64.3% |
| 5Y | +88.2% | +181.8% | -93.6% | +28.6% |
| 10Y | +280.4% | +170.2% | +110.3% | +141.6% |
| All | +982.0% | +1,767.9% | -785.9% | +352.4% |
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