+1,354.9%
ITUB vs EXR
+3,081.1%
-1,726.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | -22.2% | +18.2% | -40.4% | -28.5% |
| 3M | +2.7% | +7.3% | -4.6% | -1.1% |
| 6M | -3.0% | +13.8% | -16.8% | -9.6% |
| YTD | +7.5% | +25.9% | -18.4% | -5.1% |
| 1Y | +10.5% | +25.8% | -15.3% | -2.5% |
| 3Y | +81.0% | +53.7% | +27.3% | +38.0% |
| 5Y | +181.8% | -1.8% | +183.6% | +157.4% |
| 10Y | +170.2% | +214.5% | -44.4% | +16.7% |
| All | +1,354.9% | +3,081.1% | -1,726.2% | +49.4% |
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