+566.1%
XYZ vs ITUB
+169.9%
+396.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.7% | -3.2% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | +7.0% | -25.4% | +32.5% | +18.0% |
| 3M | +5.1% | -0.3% | +5.4% | +3.2% |
| 6M | +14.1% | -8.0% | +22.0% | +15.0% |
| YTD | +26.4% | +5.2% | +21.1% | +20.3% |
| 1Y | +25.1% | +7.4% | +17.7% | +17.9% |
| 3Y | +59.7% | +74.5% | -14.8% | +24.1% |
| 5Y | -63.8% | +175.8% | -239.6% | -76.9% |
| All | +566.1% | +169.9% | +396.1% | +352.9% |
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