+208.9%
XHB vs ITUB
+220.1%
-11.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.6% | +2.2% | -6.8% | -5.2% |
| 30D | -9.1% | +12.6% | -21.7% | -12.0% |
| 3M | -8.6% | +6.4% | -15.0% | -10.4% |
| 6M | -4.0% | +0.6% | -4.6% | -4.6% |
| YTD | -3.9% | +18.8% | -22.8% | -8.7% |
| 1Y | -16.5% | +31.0% | -47.5% | -22.8% |
| 3Y | +22.6% | +118.1% | -95.5% | -2.0% |
| 5Y | +33.9% | +193.0% | -159.1% | -4.4% |
| All | +208.9% | +220.1% | -11.2% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling