+115.0%
FCX vs ITUB
+185.6%
-70.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.3% | -7.9% |
| 7D | -1.9% | +1.0% | -2.8% | -2.4% |
| 30D | +3.4% | +10.7% | -7.3% | -1.7% |
| 3M | +15.0% | +10.1% | +4.9% | +9.6% |
| 6M | +14.6% | -0.1% | +14.8% | +14.6% |
| YTD | +41.2% | +18.4% | +22.8% | +31.2% |
| 1Y | +60.4% | +31.3% | +29.1% | +42.4% |
| 3Y | +88.4% | +124.6% | -36.2% | +31.4% |
| 5Y | +115.0% | +192.0% | -76.9% | +30.4% |
| All | +115.0% | +185.6% | -70.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling