+159.0%
EXC vs ITUB
+210.5%
-51.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.9% | +2.6% | -3.4% | -1.4% |
| 3M | -2.7% | +8.4% | -11.1% | -4.4% |
| 6M | -9.4% | -0.5% | -8.8% | -9.8% |
| YTD | +3.0% | +15.3% | -12.2% | -0.7% |
| 1Y | +5.1% | +28.7% | -23.6% | -1.1% |
| 3Y | +20.6% | +118.7% | -98.1% | +0.3% |
| 5Y | +45.7% | +182.7% | -137.0% | +11.1% |
| All | +159.0% | +210.5% | -51.5% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling