+167.9%
XHB vs ITUB
+381.0%
-213.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.6% |
| 7D | -1.9% | 0.0% | -1.9% | -2.0% |
| 30D | -8.3% | +2.6% | -10.9% | -9.3% |
| 3M | -7.1% | +8.4% | -15.6% | -10.1% |
| 6M | -5.3% | -0.5% | -4.7% | -5.6% |
| YTD | -3.2% | +15.3% | -18.5% | -8.6% |
| 1Y | -13.9% | +28.7% | -42.6% | -22.0% |
| 3Y | +24.9% | +118.7% | -93.7% | -7.5% |
| 5Y | +34.5% | +182.7% | -148.2% | -13.3% |
| 10Y | +215.5% | +207.6% | +7.9% | +71.8% |
| All | +167.9% | +381.0% | -213.1% | -8.2% |
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