+775.3%
XEL vs ITUB
+1,959.7%
-1,184.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +1.2% |
| 7D | +1.3% | +8.2% | -6.9% | +0.1% |
| 30D | -1.5% | +4.7% | -6.2% | -2.3% |
| 3M | -0.2% | +13.0% | -13.2% | -2.2% |
| 6M | -5.4% | +4.2% | -9.6% | -6.4% |
| YTD | +5.6% | +18.6% | -12.9% | +2.3% |
| 1Y | +10.5% | +31.3% | -20.8% | +5.2% |
| 3Y | +49.2% | +124.9% | -75.7% | +29.7% |
| 5Y | +30.1% | +195.6% | -165.5% | +6.1% |
| 10Y | +146.7% | +196.4% | -49.7% | +87.9% |
| All | +775.3% | +1,959.7% | -1,184.5% | +240.6% |
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