+64.7%
XLC vs ITUB
+81.0%
-16.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +3.7% | +1.9% | +1.8% | +3.4% |
| 30D | -1.9% | -22.2% | +20.3% | +1.6% |
| 3M | -3.1% | +2.7% | -5.8% | -4.8% |
| 6M | -6.4% | -3.0% | -3.4% | -7.3% |
| YTD | -6.8% | +7.5% | -14.3% | -10.1% |
| 1Y | -1.7% | +10.5% | -12.2% | -5.8% |
| 3Y | +64.7% | +81.0% | -16.3% | +36.6% |
| All | +64.7% | +81.0% | -16.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling