+612.2%
FCX vs ITUB
+220.1%
+392.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.3% | +2.2% | -4.5% | -3.4% |
| 30D | +2.7% | +12.6% | -9.9% | -3.2% |
| 3M | +7.4% | +6.4% | +1.0% | +4.0% |
| 6M | +16.0% | +0.6% | +15.4% | +15.6% |
| YTD | +40.9% | +18.8% | +22.1% | +30.0% |
| 1Y | +56.4% | +31.0% | +25.4% | +37.7% |
| 3Y | +84.2% | +118.1% | -33.9% | +25.5% |
| 5Y | +114.6% | +193.0% | -78.4% | +22.0% |
| All | +612.2% | +220.1% | +392.1% | +255.8% |
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