+29.4%
EXPE vs ITUB
+31.7%
-2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +1.4% |
| 7D | -8.7% | +1.0% | -9.6% | -8.7% |
| 30D | -13.6% | +10.7% | -24.3% | -14.1% |
| 3M | +26.6% | +10.1% | +16.6% | +25.3% |
| 6M | +19.9% | -0.1% | +20.1% | +19.7% |
| YTD | -1.7% | +18.4% | -20.1% | -3.5% |
| 1Y | +29.4% | +31.3% | -1.8% | +20.7% |
| All | +29.4% | +31.7% | -2.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling