+1,460.0%
ITUB vs EXR
+2,590.4%
-1,130.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.2% | -1.5% |
| 7D | 0.0% | -3.1% | +3.1% | +1.6% |
| 30D | +2.6% | -7.5% | +10.1% | +6.6% |
| 3M | +8.4% | -7.5% | +15.9% | +12.3% |
| 6M | -0.5% | -5.2% | +4.6% | +1.6% |
| YTD | +15.3% | +6.5% | +8.8% | +10.8% |
| 1Y | +28.7% | -2.0% | +30.7% | +28.5% |
| 3Y | +118.7% | +21.5% | +97.1% | +87.0% |
| 5Y | +182.7% | -11.5% | +194.2% | +170.2% |
| 10Y | +207.6% | +148.0% | +59.6% | +50.2% |
| All | +1,460.0% | +2,590.4% | -1,130.5% | +74.4% |
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