+308.6%
EXPD vs ITUB
+192.5%
+116.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -0.9% | +8.2% | -9.2% | -2.1% |
| 30D | +4.1% | +4.7% | -0.6% | +3.3% |
| 3M | +13.8% | +13.0% | +0.8% | +11.5% |
| 6M | +27.3% | +4.2% | +23.1% | +25.9% |
| YTD | +25.4% | +18.6% | +6.9% | +21.5% |
| 1Y | +54.4% | +31.3% | +23.1% | +47.0% |
| 3Y | +67.9% | +124.9% | -57.0% | +45.4% |
| 5Y | +59.2% | +195.6% | -136.4% | +29.6% |
| 10Y | +308.6% | +196.4% | +112.2% | +229.7% |
| All | +308.6% | +192.5% | +116.0% | +229.7% |
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