+225.7%
XLE vs ITUB
+181.4%
+44.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | 0.0% | +8.2% | -8.2% | -1.4% |
| 30D | +12.6% | +4.7% | +7.9% | +11.6% |
| 3M | +11.8% | +13.0% | -1.2% | +9.1% |
| 6M | +16.1% | +4.2% | +11.9% | +14.2% |
| YTD | +46.9% | +18.6% | +28.3% | +39.9% |
| 1Y | +53.3% | +31.3% | +22.0% | +42.4% |
| 3Y | +54.9% | +124.9% | -70.0% | +24.1% |
| 5Y | +225.7% | +195.6% | +30.1% | +127.9% |
| All | +225.7% | +181.4% | +44.3% | +127.9% |
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