+912.3%
XLY vs ITUB
+1,964.7%
-1,052.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -4.2% | +12.6% | -16.8% | -6.9% |
| 3M | -2.7% | +6.4% | -9.1% | -4.4% |
| 6M | -0.6% | +0.6% | -1.2% | -1.2% |
| YTD | -5.0% | +18.8% | -23.9% | -9.5% |
| 1Y | -4.1% | +31.0% | -35.1% | -10.9% |
| 3Y | +33.6% | +118.1% | -84.5% | +8.5% |
| 5Y | +28.7% | +193.0% | -164.3% | -5.4% |
| 10Y | +219.6% | +217.1% | +2.5% | +111.7% |
| All | +912.3% | +1,964.7% | -1,052.4% | +363.4% |
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