+546.1%
XLP vs ITUB
+1,733.1%
-1,187.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +0.7% | +3.7% | -3.0% | +0.3% |
| 30D | +10.3% | -24.1% | +34.4% | +13.8% |
| 3M | +6.5% | -9.6% | +16.1% | +7.1% |
| 6M | +8.4% | -11.5% | +19.9% | +9.1% |
| YTD | +18.2% | +5.5% | +12.7% | +15.9% |
| 1Y | +22.4% | +9.9% | +12.6% | +19.3% |
| 3Y | +41.9% | +84.8% | -42.9% | +28.0% |
| 5Y | +40.9% | +182.6% | -141.8% | +18.0% |
| 10Y | +128.4% | +141.7% | -13.3% | +85.7% |
| All | +546.1% | +1,733.1% | -1,187.0% | +305.5% |
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