+105.4%
EXE vs ITUB
+185.6%
-80.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | -0.3% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | -0.8% | +10.7% | -11.5% | -2.9% |
| 3M | +10.0% | +10.1% | 0.0% | +7.5% |
| 6M | -6.3% | -0.1% | -6.2% | -7.0% |
| YTD | -10.7% | +18.4% | -29.1% | -15.4% |
| 1Y | +2.7% | +31.3% | -28.6% | -5.5% |
| 3Y | +19.1% | +124.6% | -105.5% | -7.1% |
| 5Y | +105.4% | +192.0% | -86.6% | +32.6% |
| All | +105.4% | +185.6% | -80.2% | +32.6% |
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