+85.6%
XOP vs ITUB
+443.8%
-358.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | +0.6% | +8.2% | -7.6% | -2.9% |
| 30D | +16.5% | +4.7% | +11.8% | +13.8% |
| 3M | +15.7% | +13.0% | +2.7% | +8.7% |
| 6M | +19.2% | +4.2% | +15.0% | +14.2% |
| YTD | +55.0% | +18.6% | +36.4% | +38.9% |
| 1Y | +54.2% | +31.3% | +22.9% | +31.3% |
| 3Y | +35.9% | +124.9% | -89.0% | -13.1% |
| 5Y | +162.4% | +195.6% | -33.2% | +39.9% |
| 10Y | +50.2% | +196.4% | -146.2% | -28.1% |
| All | +85.6% | +443.8% | -358.2% | -46.2% |
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