-31.5%
XYL vs ITUB
+9.0%
-40.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +4.5% |
| 7D | +14.5% | -1.6% | +16.2% | +14.7% |
| 30D | -1.3% | -26.6% | +25.3% | +2.1% |
| 3M | -17.0% | -11.1% | -5.9% | -16.8% |
| 6M | -11.3% | -13.1% | +1.8% | -11.1% |
| YTD | -25.0% | +3.9% | -28.8% | -27.4% |
| 1Y | -31.5% | +9.8% | -41.3% | -34.2% |
| All | -31.5% | +9.0% | -40.6% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling