+1,440.5%
FANG vs ITUB
+233.3%
+1,207.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +2.2% | +0.7% | +2.1% |
| 30D | +2.6% | +12.6% | -10.0% | -1.8% |
| 3M | +7.6% | +6.4% | +1.2% | +4.6% |
| 6M | +17.3% | +0.6% | +16.7% | +14.9% |
| YTD | +38.7% | +18.8% | +19.8% | +26.8% |
| 1Y | +51.6% | +31.0% | +20.6% | +33.2% |
| 3Y | +50.0% | +118.1% | -68.1% | +5.4% |
| 5Y | +237.6% | +193.0% | +44.5% | +102.7% |
| 10Y | +180.7% | +217.1% | -36.4% | +62.6% |
| All | +1,440.5% | +233.3% | +1,207.2% | +700.0% |
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 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