+837.1%
XLE vs ITUB
+1,728.2%
-891.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.3% |
| 7D | +4.4% | +1.1% | +3.3% | +4.0% |
| 30D | -4.3% | -25.4% | +21.2% | +3.8% |
| 3M | +6.0% | -0.3% | +6.3% | +3.8% |
| 6M | +13.2% | -8.0% | +21.2% | +13.1% |
| YTD | +46.7% | +5.2% | +41.5% | +38.6% |
| 1Y | +46.6% | +7.4% | +39.2% | +37.2% |
| 3Y | +69.6% | +74.5% | -4.9% | +32.0% |
| 5Y | +166.5% | +175.8% | -9.3% | +71.4% |
| 10Y | +178.0% | +164.4% | +13.6% | +67.4% |
| All | +837.1% | +1,728.2% | -891.1% | +254.8% |
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 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