+533.2%
XYZ vs ITUB
+357.4%
+175.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.0% | +8.7% | -9.7% | -3.8% |
| 30D | -1.7% | -0.7% | -1.0% | -1.6% |
| 3M | +16.7% | +7.8% | +9.0% | +13.3% |
| 6M | +26.9% | -3.4% | +30.3% | +27.8% |
| YTD | +27.1% | +16.3% | +10.9% | +19.5% |
| 1Y | +9.3% | +29.8% | -20.6% | -1.7% |
| 3Y | +42.3% | +111.1% | -68.8% | +7.6% |
| 5Y | -69.3% | +173.6% | -242.9% | -79.3% |
| 10Y | +586.8% | +193.2% | +393.6% | +336.2% |
| All | +533.2% | +357.4% | +175.8% | +251.1% |
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