+31.6%
EXC vs ITUB
+81.5%
-49.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | -1.4% | +3.7% | -5.1% | -1.5% |
| 30D | +8.3% | -24.9% | +33.2% | +9.2% |
| 3M | +2.6% | +0.8% | +1.8% | +2.2% |
| 6M | +5.2% | -6.6% | +11.8% | +5.0% |
| YTD | +7.5% | +7.8% | -0.3% | +5.6% |
| 1Y | +3.2% | +7.4% | -4.2% | +1.3% |
| All | +31.6% | +81.5% | -49.8% | +19.4% |
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