+253.9%
XLI vs ITUB
+220.1%
+33.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -7.3% | +12.6% | -19.9% | -10.0% |
| 3M | -1.3% | +6.4% | -7.8% | -3.1% |
| 6M | +2.2% | +0.6% | +1.6% | +1.6% |
| YTD | +11.7% | +18.8% | -7.1% | +6.4% |
| 1Y | +14.3% | +31.0% | -16.7% | +6.1% |
| 3Y | +70.3% | +118.1% | -47.7% | +37.8% |
| 5Y | +82.3% | +193.0% | -110.7% | +32.3% |
| All | +253.9% | +220.1% | +33.8% | +144.1% |
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 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