+52.1%
FDX vs ITUB
+8.1%
+44.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | -2.1% | +3.7% | -5.8% | -2.4% |
| 30D | +10.4% | -24.9% | +35.3% | +13.3% |
| 3M | +0.5% | +0.8% | -0.3% | -2.3% |
| 6M | +6.5% | -6.6% | +13.1% | +5.0% |
| YTD | +40.2% | +7.8% | +32.4% | +35.8% |
| 1Y | +52.1% | +7.4% | +44.7% | +47.2% |
| All | +52.1% | +8.1% | +44.0% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling