+50.4%
IEFA vs ITUB
+186.2%
-135.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -1.5% | +12.6% | -14.1% | -4.1% |
| 3M | +3.4% | +6.4% | -3.0% | +1.8% |
| 6M | +9.5% | +0.6% | +8.9% | +8.9% |
| YTD | +13.0% | +18.8% | -5.8% | +8.6% |
| 1Y | +18.0% | +31.0% | -13.0% | +10.9% |
| 3Y | +65.4% | +118.1% | -52.7% | +39.6% |
| All | +50.4% | +186.2% | -135.7% | +18.5% |
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 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