+97.6%
FCX vs ITUB
+114.2%
-16.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.0% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +8.1% | +2.6% | +5.5% | +6.4% |
| 3M | +18.9% | +8.4% | +10.5% | +13.5% |
| 6M | +26.6% | -0.5% | +27.1% | +26.9% |
| YTD | +51.2% | +15.3% | +35.9% | +41.9% |
| 1Y | +75.6% | +28.7% | +46.8% | +56.0% |
| All | +97.6% | +114.2% | -16.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling