+448.5%
XYL vs ITUB
+181.3%
+267.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.5% |
| 7D | +1.8% | +8.2% | -6.4% | 0.0% |
| 30D | -9.2% | +4.7% | -13.9% | -10.3% |
| 3M | -0.3% | +13.0% | -13.3% | -3.3% |
| 6M | -11.0% | +4.2% | -15.1% | -12.2% |
| YTD | -19.2% | +18.6% | -37.8% | -22.9% |
| 1Y | -21.2% | +31.3% | -52.5% | -26.7% |
| 3Y | +18.6% | +124.9% | -106.3% | -4.0% |
| 5Y | -14.3% | +195.6% | -209.9% | -36.9% |
| 10Y | +141.0% | +196.4% | -55.4% | +65.1% |
| All | +448.5% | +181.3% | +267.2% | +248.6% |
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