+178.8%
FDX vs ITUB
+197.6%
-18.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | +2.6% | -7.5% | -5.6% |
| 3M | -6.5% | +8.4% | -14.9% | -8.6% |
| 6M | +6.7% | -0.5% | +7.2% | +6.2% |
| YTD | +33.9% | +15.3% | +18.6% | +28.3% |
| 1Y | +72.2% | +28.7% | +43.5% | +60.1% |
| 3Y | +60.2% | +118.7% | -58.4% | +28.4% |
| 5Y | +62.9% | +182.7% | -119.7% | +17.6% |
| 10Y | +178.8% | +207.6% | -28.8% | +89.2% |
| All | +178.8% | +197.6% | -18.8% | +89.2% |
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