+354.4%
XLF vs ITUB
+1,902.7%
-1,548.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -1.3% | +2.6% | -3.9% | -2.3% |
| 3M | +9.1% | +8.4% | +0.7% | +5.8% |
| 6M | +14.4% | -0.5% | +14.9% | +13.6% |
| YTD | +5.1% | +15.3% | -10.2% | -1.2% |
| 1Y | +8.6% | +28.7% | -20.1% | -1.9% |
| 3Y | +74.4% | +118.7% | -44.2% | +28.7% |
| 5Y | +64.4% | +182.7% | -118.3% | +6.3% |
| 10Y | +251.6% | +207.6% | +44.0% | +96.2% |
| All | +354.4% | +1,902.7% | -1,548.3% | +61.7% |
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 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