+610.7%
XYZ vs ITUB
+206.0%
+404.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.9% |
| 7D | +2.9% | +8.2% | -5.4% | -0.1% |
| 30D | +1.4% | +4.7% | -3.3% | -0.5% |
| 3M | +14.6% | +13.0% | +1.5% | +8.9% |
| 6M | +20.8% | +4.2% | +16.6% | +18.4% |
| YTD | +23.1% | +18.6% | +4.5% | +14.2% |
| 1Y | +5.6% | +31.3% | -25.6% | -6.1% |
| 3Y | +50.9% | +124.9% | -74.0% | +9.2% |
| 5Y | -68.6% | +195.6% | -264.2% | -80.0% |
| All | +610.7% | +206.0% | +404.7% | +346.7% |
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