+55.0%
EWZ vs ITUB
+173.6%
-118.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.1% |
| 7D | +6.5% | +8.7% | -2.2% | +0.4% |
| 30D | +4.8% | -0.7% | +5.5% | +5.2% |
| 3M | +9.9% | +7.8% | +2.1% | +3.9% |
| 6M | +1.9% | -3.4% | +5.4% | +3.9% |
| YTD | +20.3% | +16.3% | +4.0% | +7.2% |
| 1Y | +35.6% | +29.8% | +5.8% | +11.8% |
| 3Y | +43.4% | +111.1% | -67.6% | -17.5% |
| All | +55.0% | +173.6% | -118.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling