+139.4%
IEMG vs ITUB
+238.9%
-99.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.8% |
| 7D | -0.9% | +1.0% | -1.8% | -1.2% |
| 30D | +2.1% | +10.7% | -8.6% | -1.0% |
| 3M | +4.6% | +10.1% | -5.5% | +1.4% |
| 6M | +14.0% | -0.1% | +14.2% | +13.7% |
| YTD | +22.3% | +18.4% | +3.9% | +16.0% |
| 1Y | +30.7% | +31.3% | -0.6% | +20.0% |
| 3Y | +83.2% | +124.6% | -41.4% | +42.0% |
| 5Y | +47.0% | +192.0% | -145.0% | +1.6% |
| 10Y | +139.9% | +216.0% | -76.1% | +48.5% |
| All | +139.4% | +238.9% | -99.5% | +29.5% |
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 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