+35.0%
XLB vs ITUB
+186.4%
-151.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -2.9% | 0.0% | -2.9% | -3.0% |
| 30D | -3.4% | +2.6% | -5.9% | -4.0% |
| 3M | +1.6% | +8.4% | -6.8% | -0.4% |
| 6M | +3.6% | -0.5% | +4.2% | +3.3% |
| YTD | +14.2% | +15.3% | -1.0% | +10.2% |
| 1Y | +15.6% | +28.7% | -13.1% | +8.7% |
| 3Y | +33.1% | +118.7% | -85.6% | +11.0% |
| 5Y | +35.0% | +182.7% | -147.6% | +4.6% |
| All | +35.0% | +186.4% | -151.3% | +4.6% |
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 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