+127.7%
EXPE vs ITUB
+175.8%
-48.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | -6.1% | -22.2% | +16.1% | +0.8% |
| 3M | -21.3% | +2.7% | -24.0% | -23.8% |
| 6M | +19.0% | -3.0% | +22.0% | +16.8% |
| YTD | -8.4% | +7.5% | -15.9% | -14.3% |
| 1Y | -2.8% | +10.5% | -13.3% | -10.2% |
| 3Y | +120.8% | +81.0% | +39.8% | +65.8% |
| 5Y | +46.2% | +181.8% | -135.6% | -10.8% |
| All | +127.7% | +175.8% | -48.1% | +31.2% |
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