+502.7%
XLP vs ITUB
+1,920.1%
-1,417.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | +8.7% | -9.7% | -2.1% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | +3.8% | +7.8% | -4.0% | +2.6% |
| 6M | -1.7% | -3.4% | +1.7% | -1.7% |
| YTD | +10.3% | +16.3% | -6.0% | +7.5% |
| 1Y | +7.8% | +29.8% | -22.0% | +3.4% |
| 3Y | +27.2% | +111.1% | -83.9% | +13.4% |
| 5Y | +32.5% | +173.6% | -141.0% | +12.1% |
| 10Y | +101.8% | +193.2% | -91.5% | +60.9% |
| All | +502.7% | +1,920.1% | -1,417.4% | +276.1% |
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 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