+18.0%
EXE vs ITUB
+120.9%
-102.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.1% | +2.2% | -5.4% | -3.3% |
| 30D | -0.9% | +12.6% | -13.5% | -2.0% |
| 3M | +9.6% | +6.4% | +3.1% | +8.8% |
| 6M | -11.6% | +0.6% | -12.2% | -11.9% |
| YTD | -12.6% | +18.8% | -31.4% | -15.5% |
| 1Y | +1.2% | +31.0% | -29.8% | -4.1% |
| 3Y | +18.0% | +118.1% | -100.0% | +2.9% |
| All | +18.0% | +120.9% | -102.8% | +2.9% |
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