+910.3%
XBI vs ITUB
+394.1%
+516.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.3% |
| 7D | -4.6% | +1.0% | -5.6% | -4.9% |
| 30D | -0.8% | +10.7% | -11.5% | -3.3% |
| 3M | +21.8% | +10.1% | +11.8% | +18.7% |
| 6M | +23.2% | -0.1% | +23.3% | +22.8% |
| YTD | +28.7% | +18.4% | +10.3% | +22.8% |
| 1Y | +67.8% | +31.3% | +36.5% | +55.7% |
| 3Y | +100.6% | +124.6% | -24.0% | +61.5% |
| 5Y | +19.8% | +192.0% | -172.2% | -12.0% |
| 10Y | +159.7% | +216.0% | -56.2% | +71.1% |
| All | +910.3% | +394.1% | +516.2% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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