+169.7%
EXE vs ITUB
+213.1%
-43.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.1% | +2.2% | -5.4% | -3.5% |
| 30D | -0.9% | +12.6% | -13.5% | -3.2% |
| 3M | +9.6% | +6.4% | +3.1% | +8.0% |
| 6M | -11.6% | +0.6% | -12.2% | -12.3% |
| YTD | -12.6% | +18.8% | -31.4% | -16.7% |
| 1Y | +1.2% | +31.0% | -29.8% | -5.9% |
| 3Y | +18.0% | +118.1% | -100.0% | -4.1% |
| 5Y | +101.1% | +193.0% | -91.9% | +44.4% |
| All | +169.7% | +213.1% | -43.4% | +93.0% |
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