+1,697.9%
ITUB vs EXEL
+507.9%
+1,190.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -22.2% | +13.1% | -35.3% | -23.8% |
| 3M | +2.7% | +36.3% | -33.6% | -2.4% |
| 6M | -3.0% | +34.5% | -37.5% | -7.8% |
| YTD | +7.5% | +57.4% | -49.9% | -0.7% |
| 1Y | +10.5% | +62.9% | -52.5% | +1.4% |
| 3Y | +81.0% | +229.5% | -148.5% | +45.0% |
| 5Y | +181.8% | +281.2% | -99.4% | +117.3% |
| 10Y | +170.2% | +320.7% | -150.6% | +88.4% |
| All | +1,697.9% | +507.9% | +1,190.0% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling