+931.1%
XLI vs ITUB
+1,959.7%
-1,028.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -1.0% |
| 7D | +1.0% | +8.2% | -7.3% | -1.1% |
| 30D | -5.8% | +4.7% | -10.5% | -7.0% |
| 3M | +0.7% | +13.0% | -12.3% | -2.6% |
| 6M | +3.2% | +4.2% | -1.0% | +1.6% |
| YTD | +13.0% | +18.6% | -5.5% | +7.5% |
| 1Y | +16.8% | +31.3% | -14.5% | +8.1% |
| 3Y | +72.4% | +124.9% | -52.5% | +37.1% |
| 5Y | +82.8% | +195.6% | -112.8% | +31.2% |
| 10Y | +252.4% | +196.4% | +56.1% | +132.6% |
| All | +931.1% | +1,959.7% | -1,028.7% | +355.3% |
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