+39.3%
XLC vs ITUB
+185.6%
-146.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | -1.7% | +1.0% | -2.6% | -1.8% |
| 30D | +0.2% | +10.7% | -10.5% | -1.5% |
| 3M | +0.7% | +10.1% | -9.4% | -1.1% |
| 6M | -4.5% | -0.1% | -4.3% | -4.8% |
| YTD | -4.7% | +18.4% | -23.2% | -8.0% |
| 1Y | -1.5% | +31.3% | -32.8% | -6.7% |
| 3Y | +72.2% | +124.6% | -52.4% | +47.8% |
| 5Y | +39.3% | +192.0% | -152.7% | +10.9% |
| All | +39.3% | +185.6% | -146.3% | +10.9% |
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