+554.8%
XYZ vs ITUB
+315.1%
+239.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.6% |
| 7D | +12.6% | +4.9% | +7.7% | +11.0% |
| 30D | +10.8% | -27.2% | +38.0% | +22.4% |
| 3M | +8.4% | -6.1% | +14.5% | +8.8% |
| 6M | +14.3% | -10.7% | +25.0% | +16.5% |
| YTD | +31.5% | +5.5% | +26.0% | +25.7% |
| 1Y | +28.1% | +7.8% | +20.3% | +21.2% |
| 3Y | +66.2% | +75.0% | -8.8% | +31.8% |
| 5Y | -62.3% | +178.6% | -240.9% | -75.0% |
| 10Y | +634.6% | +162.9% | +471.7% | +376.8% |
| All | +554.8% | +315.1% | +239.7% | +269.3% |
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