+156.4%
EXPE vs ITUB
+219.0%
-62.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +0.6% |
| 7D | -8.7% | +1.0% | -9.6% | -9.0% |
| 30D | -13.6% | +10.7% | -24.3% | -16.8% |
| 3M | +26.6% | +10.1% | +16.6% | +21.7% |
| 6M | +19.9% | -0.1% | +20.1% | +18.7% |
| YTD | -1.7% | +18.4% | -20.1% | -9.1% |
| 1Y | +29.4% | +31.3% | -1.8% | +14.9% |
| 3Y | +155.7% | +124.6% | +31.0% | +81.9% |
| 5Y | +93.1% | +192.0% | -98.9% | +19.3% |
| All | +156.4% | +219.0% | -62.6% | +47.2% |
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