+88.3%
EXPE vs ITUB
+186.4%
-98.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | -13.1% | +2.6% | -15.6% | -13.8% |
| 3M | +18.1% | +8.4% | +9.7% | +15.0% |
| 6M | +13.3% | -0.5% | +13.8% | +12.5% |
| YTD | -3.2% | +15.3% | -18.5% | -8.4% |
| 1Y | +26.1% | +28.7% | -2.6% | +15.2% |
| 3Y | +151.7% | +118.7% | +33.1% | +90.9% |
| 5Y | +88.3% | +182.7% | -94.3% | +24.6% |
| All | +88.3% | +186.4% | -98.0% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling