+782.8%
XOM vs ITUB
+1,902.7%
-1,119.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.9% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | +2.6% | +0.9% | +2.6% |
| 3M | +11.0% | +8.4% | +2.6% | +8.3% |
| 6M | +10.6% | -0.5% | +11.2% | +9.4% |
| YTD | +39.2% | +15.3% | +23.9% | +32.1% |
| 1Y | +52.7% | +28.7% | +24.0% | +40.5% |
| 3Y | +56.8% | +118.7% | -61.9% | +23.1% |
| 5Y | +261.8% | +182.7% | +79.1% | +157.4% |
| 10Y | +191.3% | +207.6% | -16.3% | +89.4% |
| All | +782.8% | +1,902.7% | -1,119.9% | +265.7% |
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 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