+241.5%
XME vs ITUB
+443.8%
-202.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.2% |
| 7D | +3.6% | +8.2% | -4.6% | -0.4% |
| 30D | +3.6% | +4.7% | -1.1% | +1.2% |
| 3M | +1.2% | +13.0% | -11.8% | -5.0% |
| 6M | +9.0% | +4.2% | +4.9% | +6.2% |
| YTD | +15.9% | +18.6% | -2.6% | +5.8% |
| 1Y | +43.2% | +31.3% | +11.9% | +24.0% |
| 3Y | +137.4% | +124.9% | +12.5% | +52.8% |
| 5Y | +185.0% | +195.6% | -10.6% | +51.5% |
| 10Y | +409.5% | +196.4% | +213.1% | +122.8% |
| All | +241.5% | +443.8% | -202.2% | -25.1% |
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