+142.8%
XYL vs ITUB
+220.1%
-77.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +2.2% | -1.0% | +0.7% |
| 30D | -11.9% | +12.6% | -24.6% | -14.5% |
| 3M | -1.5% | +6.4% | -8.0% | -3.3% |
| 6M | -11.9% | +0.6% | -12.5% | -12.5% |
| YTD | -20.6% | +18.8% | -39.4% | -24.5% |
| 1Y | -23.5% | +31.0% | -54.5% | -29.1% |
| 3Y | +14.9% | +118.1% | -103.2% | -7.4% |
| 5Y | -15.3% | +193.0% | -208.3% | -38.7% |
| All | +142.8% | +220.1% | -77.3% | +67.0% |
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