+143.7%
XLC vs ITUB
+175.5%
-31.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | +2.1% | +12.6% | -10.5% | -0.5% |
| 3M | +0.7% | +6.4% | -5.7% | -0.9% |
| 6M | -3.2% | +0.6% | -3.8% | -3.8% |
| YTD | -3.8% | +18.8% | -22.6% | -8.1% |
| 1Y | -2.0% | +31.0% | -33.0% | -8.6% |
| 3Y | +71.4% | +118.1% | -46.7% | +41.1% |
| 5Y | +40.7% | +193.0% | -152.3% | +4.7% |
| All | +143.7% | +175.5% | -31.8% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling