+173.9%
XLE vs ITUB
+176.3%
-2.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -0.2% | +3.7% | -3.9% | -1.3% |
| 30D | -4.0% | -24.9% | +20.9% | +3.5% |
| 3M | +4.6% | +0.8% | +3.8% | +2.0% |
| 6M | +12.3% | -6.6% | +18.9% | +11.5% |
| YTD | +44.5% | +7.8% | +36.7% | +35.0% |
| 1Y | +42.4% | +7.4% | +35.1% | +32.9% |
| 3Y | +67.0% | +78.8% | -11.7% | +27.0% |
| 5Y | +161.9% | +179.9% | -18.0% | +60.3% |
| 10Y | +173.9% | +170.9% | +3.0% | +67.0% |
| All | +173.9% | +176.3% | -2.4% | +67.0% |
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 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