+31.8%
XHB vs ITUB
+185.6%
-153.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.9% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | -12.1% | +10.7% | -22.8% | -14.1% |
| 3M | -6.2% | +10.1% | -16.3% | -8.5% |
| 6M | -6.7% | -0.1% | -6.6% | -7.0% |
| YTD | -5.5% | +18.4% | -23.9% | -9.1% |
| 1Y | -15.6% | +31.3% | -46.9% | -20.7% |
| 3Y | +22.0% | +124.6% | -102.6% | +2.3% |
| 5Y | +31.8% | +192.0% | -160.1% | +3.2% |
| All | +31.8% | +185.6% | -153.8% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling