+62.4%
EWY vs ITUB
+9.0%
+53.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -3.1% |
| 7D | -8.3% | -1.6% | -6.7% | -7.7% |
| 30D | -20.5% | -26.6% | +6.1% | -11.6% |
| 3M | -11.1% | -11.1% | 0.0% | -12.1% |
| 6M | -7.0% | -13.1% | +6.1% | -6.6% |
| YTD | +56.5% | +3.9% | +52.6% | +54.1% |
| 1Y | +62.4% | +9.8% | +52.7% | +54.1% |
| All | +62.4% | +9.0% | +53.4% | +54.1% |
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