+6.1%
XYZ vs ITUB
+32.2%
-26.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.8% |
| 7D | +2.9% | +8.2% | -5.4% | +0.6% |
| 30D | +1.4% | +4.7% | -3.3% | -0.1% |
| 3M | +14.6% | +13.0% | +1.5% | +9.8% |
| 6M | +20.8% | +4.2% | +16.6% | +19.1% |
| YTD | +23.1% | +18.6% | +4.5% | +18.7% |
| All | +6.1% | +32.2% | -26.1% | 0.0% |
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