+156.6%
EXPE vs ITUB
+120.3%
+36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.0% | -9.8% | -8.2% |
| 7D | -9.8% | +8.2% | -18.0% | -11.1% |
| 30D | -11.5% | +4.7% | -16.2% | -12.4% |
| 3M | +21.7% | +13.0% | +8.7% | +18.1% |
| 6M | +10.4% | +4.2% | +6.2% | +8.8% |
| YTD | -2.5% | +18.6% | -21.1% | -7.5% |
| 1Y | +27.3% | +31.3% | -3.9% | +17.0% |
| All | +156.6% | +120.3% | +36.2% | +84.5% |
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