+513.6%
EWT vs ITUB
+220.1%
+293.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | +4.5% | +12.6% | -8.2% | +1.5% |
| 3M | +8.3% | +6.4% | +1.8% | +6.4% |
| 6M | +54.2% | +0.6% | +53.6% | +53.6% |
| YTD | +74.6% | +18.8% | +55.7% | +67.4% |
| 1Y | +84.9% | +31.0% | +53.9% | +73.2% |
| 3Y | +197.5% | +118.1% | +79.5% | +146.7% |
| 5Y | +150.6% | +193.0% | -42.4% | +89.2% |
| All | +513.6% | +220.1% | +293.5% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling