+506.2%
EWZ vs ITUB
+1,733.1%
-1,226.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.2% |
| 7D | +1.3% | +4.9% | -3.5% | -2.2% |
| 30D | -26.2% | -27.2% | +1.1% | -6.6% |
| 3M | -8.6% | -6.1% | -2.5% | -4.5% |
| 6M | -17.0% | -10.7% | -6.4% | -10.3% |
| YTD | +2.2% | +5.5% | -3.4% | -2.7% |
| 1Y | +2.7% | +7.8% | -5.2% | -3.8% |
| 3Y | +18.2% | +75.0% | -56.8% | -23.5% |
| 5Y | +56.0% | +178.6% | -122.6% | -30.2% |
| 10Y | +60.8% | +162.9% | -102.0% | -26.0% |
| All | +506.2% | +1,733.1% | -1,226.9% | -40.5% |
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