+14.0%
IEMG vs ITUB
+1.4%
+12.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.1% |
| 7D | -0.9% | +1.0% | -1.8% | -1.3% |
| 30D | +2.1% | +10.7% | -8.6% | -2.5% |
| 3M | +4.6% | +10.1% | -5.5% | -0.8% |
| 6M | +14.0% | -0.1% | +14.2% | +13.6% |
| All | +14.0% | +1.4% | +12.6% | +13.6% |
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