-15.6%
XYL vs ITUB
+185.6%
-201.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -13.2% | +10.7% | -23.9% | -14.8% |
| 3M | -0.2% | +10.1% | -10.2% | -2.2% |
| 6M | -12.5% | -0.1% | -12.4% | -12.8% |
| YTD | -20.9% | +18.4% | -39.3% | -23.7% |
| 1Y | -21.6% | +31.3% | -52.8% | -25.9% |
| 3Y | +16.1% | +124.6% | -108.5% | -1.0% |
| 5Y | -15.6% | +192.0% | -207.6% | -31.1% |
| All | -15.6% | +185.6% | -201.3% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling