+69.2%
EXPD vs ITUB
+116.5%
-47.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -1.1% | +8.7% | -9.8% | -1.8% |
| 30D | +4.1% | -0.7% | +4.8% | +4.1% |
| 3M | +17.9% | +7.8% | +10.1% | +16.8% |
| 6M | +29.2% | -3.4% | +32.6% | +29.4% |
| YTD | +27.4% | +16.3% | +11.1% | +24.9% |
| 1Y | +56.8% | +29.8% | +27.0% | +51.4% |
| All | +69.2% | +116.5% | -47.3% | +47.4% |
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 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