+20.7%
XYZ vs ITUB
+9.0%
+11.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.3% | +12.0% | +14.5% |
| 7D | +16.5% | -1.6% | +18.1% | +16.9% |
| 30D | +15.0% | -26.6% | +41.6% | +22.3% |
| 3M | +3.5% | -11.1% | +14.6% | +4.1% |
| 6M | +21.9% | -13.1% | +35.0% | +22.7% |
| YTD | +34.6% | +3.9% | +30.8% | +31.6% |
| 1Y | +20.7% | +9.8% | +11.0% | +18.4% |
| All | +20.7% | +9.0% | +11.7% | +18.4% |
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