+123.0%
XRT vs ITUB
+220.1%
-97.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | -4.5% | +12.6% | -17.1% | -7.3% |
| 3M | -3.1% | +6.4% | -9.5% | -4.8% |
| 6M | +4.2% | +0.6% | +3.6% | +3.6% |
| YTD | -0.1% | +18.8% | -18.9% | -4.9% |
| 1Y | -3.0% | +31.0% | -34.1% | -10.1% |
| 3Y | +41.8% | +118.1% | -76.3% | +14.5% |
| 5Y | -1.3% | +193.0% | -194.3% | -28.0% |
| All | +123.0% | +220.1% | -97.1% | +57.2% |
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 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