+1,324.0%
ITUB vs EXR
+3,075.0%
-1,751.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | -25.4% | +18.3% | -43.7% | -31.5% |
| 3M | -0.3% | +9.1% | -9.4% | -4.7% |
| 6M | -8.0% | +11.7% | -19.7% | -13.5% |
| YTD | +5.2% | +25.7% | -20.5% | -7.1% |
| 1Y | +7.4% | +24.9% | -17.5% | -4.9% |
| 3Y | +74.5% | +51.4% | +23.1% | +34.1% |
| 5Y | +175.8% | -1.9% | +177.8% | +152.1% |
| 10Y | +164.4% | +214.0% | -49.5% | +14.3% |
| All | +1,324.0% | +3,075.0% | -1,751.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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