+885.9%
EMR vs ITUB
+1,959.7%
-1,073.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | +3.1% | +8.2% | -5.2% | +0.7% |
| 30D | -3.5% | +4.7% | -8.2% | -5.0% |
| 3M | +9.8% | +13.0% | -3.2% | +5.6% |
| 6M | +10.8% | +4.2% | +6.6% | +9.0% |
| YTD | +15.9% | +18.6% | -2.6% | +9.7% |
| 1Y | +16.4% | +31.3% | -14.8% | +6.7% |
| 3Y | +62.1% | +124.9% | -62.8% | +24.7% |
| 5Y | +62.9% | +195.6% | -132.7% | +11.0% |
| 10Y | +267.8% | +196.4% | +71.4% | +129.6% |
| All | +885.9% | +1,959.7% | -1,073.8% | +307.3% |
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 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