+81.8%
XLI vs ITUB
+186.2%
-104.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | -7.3% | +12.6% | -19.9% | -9.4% |
| 3M | -1.3% | +6.4% | -7.8% | -2.7% |
| 6M | +2.2% | +0.6% | +1.6% | +1.7% |
| YTD | +11.7% | +18.8% | -7.1% | +7.7% |
| 1Y | +14.3% | +31.0% | -16.7% | +8.1% |
| 3Y | +70.3% | +118.1% | -47.7% | +45.9% |
| All | +81.8% | +186.2% | -104.3% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling