+827.6%
XLE vs ITUB
+1,920.1%
-1,092.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +2.2% | +8.7% | -6.5% | -0.6% |
| 30D | +11.8% | -0.7% | +12.5% | +11.8% |
| 3M | +9.8% | +7.8% | +2.0% | +6.6% |
| 6M | +15.6% | -3.4% | +19.0% | +15.2% |
| YTD | +45.3% | +16.3% | +29.0% | +35.6% |
| 1Y | +48.3% | +29.8% | +18.5% | +33.0% |
| 3Y | +55.4% | +111.1% | -55.6% | +15.5% |
| 5Y | +216.1% | +173.6% | +42.5% | +107.2% |
| 10Y | +178.4% | +193.2% | -14.9% | +64.6% |
| All | +827.6% | +1,920.1% | -1,092.4% | +247.1% |
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