+40.4%
EXC vs ITUB
+181.1%
-140.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | +8.6% | -22.2% | +30.7% | +10.4% |
| 3M | +2.4% | +2.7% | -0.3% | +1.5% |
| 6M | +6.5% | -3.0% | +9.4% | +5.9% |
| YTD | +9.0% | +7.5% | +1.5% | +6.7% |
| 1Y | +4.6% | +10.5% | -5.9% | +2.0% |
| 3Y | +33.5% | +81.0% | -47.5% | +21.8% |
| All | +40.4% | +181.1% | -140.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling