+855.0%
EXPE vs ITUB
+661.1%
+193.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -9.5% | +8.7% | -18.2% | -12.2% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | +31.4% | +7.8% | +23.6% | +27.2% |
| 6M | +35.2% | -3.4% | +38.6% | +35.0% |
| YTD | +5.8% | +16.3% | -10.5% | -1.3% |
| 1Y | +38.7% | +29.8% | +8.8% | +24.0% |
| 3Y | +175.8% | +111.1% | +64.7% | +103.6% |
| 5Y | +111.8% | +173.6% | -61.7% | +37.6% |
| 10Y | +179.7% | +193.2% | -13.5% | +61.8% |
| All | +855.0% | +661.1% | +193.9% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling