+161.9%
XLE vs ITUB
+181.9%
-20.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | -0.2% | +3.7% | -3.9% | -0.8% |
| 30D | -4.0% | -24.9% | +20.9% | -0.2% |
| 3M | +4.6% | +0.8% | +3.8% | +3.1% |
| 6M | +12.3% | -6.6% | +18.9% | +11.9% |
| YTD | +44.5% | +7.8% | +36.7% | +38.1% |
| 1Y | +42.4% | +7.4% | +35.1% | +36.1% |
| 3Y | +67.0% | +78.8% | -11.7% | +39.0% |
| 5Y | +161.9% | +179.9% | -18.0% | +73.8% |
| All | +161.9% | +181.9% | -20.0% | +73.8% |
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