+774.1%
XLV vs ITUB
+1,964.7%
-1,190.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | +2.2% | -5.8% | -3.9% |
| 30D | -1.8% | +12.6% | -14.4% | -3.7% |
| 3M | +7.8% | +6.4% | +1.4% | +6.5% |
| 6M | +9.1% | +0.6% | +8.5% | +8.6% |
| YTD | +7.7% | +18.8% | -11.1% | +4.2% |
| 1Y | +20.4% | +31.0% | -10.6% | +14.5% |
| 3Y | +30.8% | +118.1% | -87.3% | +13.6% |
| 5Y | +34.6% | +193.0% | -158.4% | +9.2% |
| 10Y | +173.4% | +217.1% | -43.7% | +106.7% |
| All | +774.1% | +1,964.7% | -1,190.6% | +397.3% |
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