+677.5%
XLB vs ITUB
+1,767.9%
-1,090.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +5.2% | -22.2% | +27.3% | +11.9% |
| 3M | +0.3% | +2.7% | -2.4% | -2.1% |
| 6M | +1.2% | -3.0% | +4.1% | 0.0% |
| YTD | +16.6% | +7.5% | +9.1% | +11.3% |
| 1Y | +21.4% | +10.5% | +11.0% | +14.8% |
| 3Y | +43.2% | +81.0% | -37.8% | +15.1% |
| 5Y | +28.0% | +181.8% | -153.8% | -12.8% |
| 10Y | +164.8% | +170.2% | -5.4% | +64.0% |
| All | +677.5% | +1,767.9% | -1,090.3% | +178.7% |
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