+1,100.4%
EWT vs ITUB
+1,902.7%
-802.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.0% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +9.4% | +2.6% | +6.8% | +8.3% |
| 3M | +10.9% | +8.4% | +2.4% | +7.9% |
| 6M | +57.9% | -0.5% | +58.5% | +57.6% |
| YTD | +75.9% | +15.3% | +60.6% | +67.8% |
| 1Y | +89.7% | +28.7% | +61.0% | +74.6% |
| 3Y | +200.9% | +118.7% | +82.2% | +132.5% |
| 5Y | +154.5% | +182.7% | -28.2% | +74.5% |
| 10Y | +520.8% | +207.6% | +313.2% | +266.6% |
| All | +1,100.4% | +1,902.7% | -802.3% | +254.2% |
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