+366.7%
EWJ vs ITUB
+1,902.7%
-1,536.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.0% | +2.6% | -1.6% | +0.3% |
| 3M | +7.2% | +8.4% | -1.2% | +5.0% |
| 6M | +13.9% | -0.5% | +14.4% | +13.6% |
| YTD | +20.8% | +15.3% | +5.5% | +16.3% |
| 1Y | +26.4% | +28.7% | -2.3% | +18.4% |
| 3Y | +71.8% | +118.7% | -46.9% | +40.8% |
| 5Y | +49.9% | +182.7% | -132.8% | +12.2% |
| 10Y | +140.0% | +207.6% | -67.6% | +60.1% |
| All | +366.7% | +1,902.7% | -1,536.0% | +84.5% |
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