+503.0%
EWZ vs ITUB
+1,733.1%
-1,230.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.3% |
| 7D | -1.5% | +3.7% | -5.2% | -4.1% |
| 30D | -24.5% | -24.1% | -0.4% | -7.4% |
| 3M | -10.7% | -9.6% | -1.1% | -4.1% |
| 6M | -19.1% | -11.5% | -7.6% | -11.9% |
| YTD | +1.6% | +5.5% | -3.9% | -3.2% |
| 1Y | +4.3% | +9.9% | -5.6% | -3.5% |
| 3Y | +19.0% | +84.8% | -65.8% | -26.0% |
| 5Y | +57.7% | +182.6% | -125.0% | -30.2% |
| 10Y | +51.3% | +141.7% | -90.4% | -26.1% |
| All | +503.0% | +1,733.1% | -1,230.1% | -40.8% |
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 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