+641.8%
XLU vs ITUB
+1,964.7%
-1,322.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | -3.3% | +12.6% | -15.9% | -5.2% |
| 3M | -3.2% | +6.4% | -9.6% | -4.3% |
| 6M | -7.0% | +0.6% | -7.5% | -7.4% |
| YTD | +0.6% | +18.8% | -18.2% | -2.8% |
| 1Y | +2.4% | +31.0% | -28.6% | -2.8% |
| 3Y | +46.3% | +118.1% | -71.8% | +26.2% |
| 5Y | +44.0% | +193.0% | -149.1% | +15.7% |
| 10Y | +140.1% | +217.1% | -77.0% | +78.0% |
| All | +641.8% | +1,964.7% | -1,322.8% | +290.2% |
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