+21.3%
EXC vs ITUB
+125.3%
-104.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | +1.2% | +8.2% | -7.0% | +0.8% |
| 30D | -2.7% | +4.7% | -7.4% | -2.9% |
| 3M | -1.0% | +13.0% | -14.0% | -1.8% |
| 6M | -9.3% | +4.2% | -13.4% | -9.7% |
| YTD | +3.6% | +18.6% | -14.9% | +1.5% |
| 1Y | +5.9% | +31.3% | -25.3% | +2.6% |
| 3Y | +21.3% | +124.9% | -103.6% | +5.5% |
| All | +21.3% | +125.3% | -104.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling