+8.1%
IEFA vs ITUB
+1.4%
+6.7%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -2.1% | +10.7% | -12.8% | -5.5% |
| 3M | +5.5% | +10.1% | -4.5% | +1.0% |
| 6M | +8.1% | -0.1% | +8.2% | +7.8% |
| All | +8.1% | +1.4% | +6.7% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling