+62.8%
FDX vs ITUB
+125.3%
-62.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.0% |
| 7D | -3.3% | +8.2% | -11.6% | -4.9% |
| 30D | -1.4% | +4.7% | -6.1% | -2.4% |
| 3M | -4.5% | +13.0% | -17.5% | -7.1% |
| 6M | +9.4% | +4.2% | +5.2% | +8.1% |
| YTD | +36.0% | +18.6% | +17.5% | +31.0% |
| 1Y | +75.5% | +31.3% | +44.3% | +65.5% |
| 3Y | +62.8% | +124.9% | -62.1% | +44.0% |
| All | +62.8% | +125.3% | -62.5% | +44.0% |
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