+192.0%
ITUB vs EXEL
+192.6%
-0.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +2.9% |
| 7D | +1.0% | -2.9% | +3.8% | +1.3% |
| 30D | +10.7% | +11.9% | -1.2% | +9.4% |
| 3M | +10.1% | +9.2% | +0.8% | +9.0% |
| 6M | -0.1% | +39.1% | -39.2% | -3.7% |
| YTD | +18.4% | +31.0% | -12.6% | +14.7% |
| 1Y | +31.3% | +52.3% | -21.1% | +24.9% |
| 3Y | +124.6% | +159.7% | -35.1% | +96.1% |
| 5Y | +192.0% | +187.7% | +4.3% | +135.5% |
| All | +192.0% | +192.6% | -0.6% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling