+92.6%
EWZ vs ITUB
+197.6%
-105.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.2% | +2.6% | +5.6% | +5.8% |
| 3M | +13.3% | +8.4% | +4.9% | +5.9% |
| 6M | +3.6% | -0.5% | +4.1% | +3.2% |
| YTD | +21.0% | +15.3% | +5.7% | +6.8% |
| 1Y | +34.7% | +28.7% | +5.9% | +8.9% |
| 3Y | +48.3% | +118.7% | -70.4% | -23.2% |
| 5Y | +60.1% | +182.7% | -122.6% | -35.7% |
| 10Y | +92.6% | +207.6% | -115.0% | -32.1% |
| All | +92.6% | +197.6% | -105.0% | -32.1% |
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 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