+14.7%
XLF vs ITUB
+9.0%
+5.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +3.2% |
| 7D | +5.5% | -1.6% | +7.1% | +5.6% |
| 30D | +9.9% | -26.6% | +36.5% | +12.7% |
| 3M | +2.6% | -11.1% | +13.7% | +2.5% |
| 6M | +15.6% | -13.1% | +28.7% | +15.5% |
| YTD | +9.4% | +3.9% | +5.5% | +6.4% |
| 1Y | +14.7% | +9.8% | +5.0% | +9.7% |
| All | +14.7% | +9.0% | +5.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling