+677.1%
XLB vs ITUB
+1,920.1%
-1,243.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -1.4% | +8.7% | -10.1% | -3.8% |
| 30D | -0.4% | -0.7% | +0.3% | -0.3% |
| 3M | +2.0% | +7.8% | -5.8% | -0.5% |
| 6M | +1.8% | -3.4% | +5.2% | +2.2% |
| YTD | +16.6% | +16.3% | +0.3% | +10.5% |
| 1Y | +16.9% | +29.8% | -12.9% | +7.1% |
| 3Y | +32.6% | +111.1% | -78.5% | +3.3% |
| 5Y | +35.6% | +173.6% | -137.9% | -5.7% |
| 10Y | +160.0% | +193.2% | -33.2% | +58.9% |
| All | +677.1% | +1,920.1% | -1,243.0% | +176.8% |
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