+55.0%
XOP vs ITUB
+220.1%
-165.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +1.7% |
| 30D | +9.6% | +12.6% | -3.0% | +4.5% |
| 3M | +20.4% | +6.4% | +13.9% | +16.8% |
| 6M | +19.9% | +0.6% | +19.3% | +17.3% |
| YTD | +56.4% | +18.8% | +37.6% | +41.8% |
| 1Y | +52.4% | +31.0% | +21.4% | +32.2% |
| 3Y | +39.9% | +118.1% | -78.2% | -5.5% |
| 5Y | +163.7% | +193.0% | -29.3% | +47.4% |
| All | +55.0% | +220.1% | -165.1% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling