+212.3%
IEFA vs ITUB
+229.9%
-17.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | +2.6% | -3.7% | -1.7% |
| 3M | +5.1% | +8.4% | -3.4% | +3.1% |
| 6M | +9.3% | -0.5% | +9.9% | +9.1% |
| YTD | +13.0% | +15.3% | -2.3% | +9.1% |
| 1Y | +19.2% | +28.7% | -9.5% | +12.3% |
| 3Y | +67.0% | +118.7% | -51.7% | +39.6% |
| 5Y | +51.1% | +182.7% | -131.6% | +16.8% |
| 10Y | +146.5% | +207.6% | -61.1% | +76.0% |
| All | +212.3% | +229.9% | -17.6% | +101.3% |
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