+1,844.4%
ITUB vs EXEL
+419.9%
+1,424.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +8.7% | +8.4% | +0.3% | +7.4% |
| 30D | -0.7% | +4.1% | -4.8% | -1.4% |
| 3M | +7.8% | +12.4% | -4.6% | +5.7% |
| 6M | -3.4% | +41.5% | -45.0% | -9.0% |
| YTD | +16.3% | +34.6% | -18.4% | +10.3% |
| 1Y | +29.8% | +57.9% | -28.0% | +19.6% |
| 3Y | +111.1% | +159.5% | -48.4% | +75.7% |
| 5Y | +173.6% | +198.5% | -24.9% | +119.0% |
| 10Y | +193.2% | +411.4% | -218.1% | +95.7% |
| All | +1,844.4% | +419.9% | +1,424.5% | +727.4% |
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