+208.2%
ITUB vs EXEL
+375.2%
-167.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.6% |
| 7D | +2.2% | -4.9% | +7.1% | +2.8% |
| 30D | +12.6% | +11.4% | +1.2% | +11.1% |
| 3M | +6.4% | +4.9% | +1.5% | +5.6% |
| 6M | +0.6% | +34.4% | -33.8% | -3.3% |
| YTD | +18.8% | +28.0% | -9.2% | +14.8% |
| 1Y | +31.0% | +43.6% | -12.6% | +24.4% |
| 3Y | +118.1% | +155.2% | -37.1% | +88.8% |
| 5Y | +193.0% | +181.2% | +11.9% | +147.3% |
| All | +208.2% | +375.2% | -167.0% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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