+164.3%
EWY vs ITUB
+30.8%
+133.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.2% |
| 7D | +4.8% | +8.7% | -3.9% | -1.2% |
| 30D | +11.7% | -0.7% | +12.4% | +12.1% |
| 3M | -7.4% | +7.8% | -15.2% | -12.5% |
| 6M | +40.6% | -3.4% | +44.0% | +43.1% |
| YTD | +94.3% | +16.3% | +78.0% | +89.8% |
| 1Y | +164.3% | +29.8% | +134.5% | +144.1% |
| All | +164.3% | +30.8% | +133.5% | +144.1% |
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