+1,844.8%
ITUB vs XPO
+9,839.2%
-7,994.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +2.6% | -8.1% | +10.7% | +3.6% |
| 3M | +8.4% | -19.0% | +27.5% | +11.1% |
| 6M | -0.5% | -5.2% | +4.6% | -0.2% |
| YTD | +15.3% | +35.6% | -20.3% | +10.3% |
| 1Y | +28.7% | +41.1% | -12.4% | +22.1% |
| 3Y | +118.7% | +157.9% | -39.2% | +86.8% |
| 5Y | +182.7% | +265.6% | -83.0% | +124.7% |
| 10Y | +207.6% | +1,516.8% | -1,309.2% | +103.1% |
| All | +1,844.8% | +9,839.2% | -7,994.4% | +1,014.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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