+18.2%
EWJ vs ITUB
+9.0%
+9.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.7% |
| 7D | -1.2% | -1.6% | +0.4% | -0.9% |
| 30D | -5.5% | -26.6% | +21.1% | -0.1% |
| 3M | -0.8% | -11.1% | +10.3% | -1.0% |
| 6M | +7.1% | -13.1% | +20.2% | +7.6% |
| YTD | +16.9% | +3.9% | +13.0% | +12.6% |
| 1Y | +18.2% | +9.8% | +8.4% | +11.3% |
| All | +18.2% | +9.0% | +9.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling