+181.3%
XLE vs ITUB
+197.6%
-16.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +8.5% | +2.6% | +5.9% | +7.4% |
| 3M | +14.6% | +8.4% | +6.2% | +11.1% |
| 6M | +17.6% | -0.5% | +18.1% | +16.1% |
| YTD | +48.1% | +15.3% | +32.8% | +38.4% |
| 1Y | +53.8% | +28.7% | +25.1% | +38.0% |
| 3Y | +56.2% | +118.7% | -62.4% | +13.1% |
| 5Y | +227.7% | +182.7% | +45.1% | +105.5% |
| 10Y | +181.3% | +207.6% | -26.3% | +61.5% |
| All | +181.3% | +197.6% | -16.3% | +61.5% |
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