+142.5%
XLC vs ITUB
+169.5%
-27.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.8% | +8.7% | -9.6% | -2.6% |
| 30D | +1.0% | -0.7% | +1.7% | +1.1% |
| 3M | -0.7% | +7.8% | -8.5% | -2.5% |
| 6M | -5.1% | -3.4% | -1.7% | -4.9% |
| YTD | -4.3% | +16.3% | -20.6% | -8.1% |
| 1Y | -0.6% | +29.8% | -30.4% | -7.0% |
| 3Y | +72.7% | +111.1% | -38.4% | +43.2% |
| 5Y | +38.0% | +173.6% | -135.6% | +4.4% |
| All | +142.5% | +169.5% | -27.1% | +81.0% |
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