+248.8%
XLF vs ITUB
+220.1%
+28.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +2.2% | -3.7% | -2.1% |
| 30D | -1.2% | +12.6% | -13.8% | -4.4% |
| 3M | +9.2% | +6.4% | +2.8% | +7.0% |
| 6M | +16.3% | +0.6% | +15.7% | +15.4% |
| YTD | +5.4% | +18.8% | -13.4% | -0.6% |
| 1Y | +7.6% | +31.0% | -23.4% | -1.6% |
| 3Y | +74.2% | +118.1% | -43.9% | +35.4% |
| 5Y | +66.1% | +193.0% | -126.9% | +13.8% |
| All | +248.8% | +220.1% | +28.7% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling