+168.5%
XME vs ITUB
+185.6%
-17.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.7% |
| 7D | -3.0% | +1.0% | -4.0% | -3.5% |
| 30D | -2.6% | +10.7% | -13.3% | -6.3% |
| 3M | +2.2% | +10.1% | -7.9% | -1.7% |
| 6M | +0.7% | -0.1% | +0.8% | +0.2% |
| YTD | +10.9% | +18.4% | -7.5% | +4.1% |
| 1Y | +35.7% | +31.3% | +4.4% | +22.7% |
| 3Y | +127.1% | +124.6% | +2.5% | +67.1% |
| 5Y | +168.5% | +192.0% | -23.5% | +72.7% |
| All | +168.5% | +185.6% | -17.2% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling