+373.5%
FCX vs ITUB
+175.8%
+197.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -3.0% |
| 7D | -0.3% | +1.9% | -2.2% | -1.1% |
| 30D | -14.7% | -22.2% | +7.5% | -5.6% |
| 3M | -11.2% | +2.7% | -13.9% | -15.0% |
| 6M | -11.4% | -3.0% | -8.4% | -12.9% |
| YTD | +17.7% | +7.5% | +10.2% | +10.6% |
| 1Y | +47.5% | +10.5% | +37.0% | +36.3% |
| 3Y | +83.9% | +81.0% | +2.9% | +32.3% |
| 5Y | +54.0% | +181.8% | -127.9% | -14.0% |
| All | +373.5% | +175.8% | +197.8% | +152.7% |
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