+75.3%
FDX vs ITUB
+186.4%
-111.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.1% |
| 7D | +0.2% | +5.5% | -5.3% | -0.7% |
| 30D | +9.3% | -25.6% | +34.9% | +14.0% |
| 3M | +0.5% | -4.7% | +5.2% | -0.2% |
| 6M | +5.3% | -8.6% | +13.9% | +5.3% |
| YTD | +38.6% | +7.9% | +30.6% | +34.0% |
| 1Y | +53.5% | +11.2% | +42.3% | +47.5% |
| 3Y | +74.2% | +82.6% | -8.4% | +52.0% |
| 5Y | +75.3% | +192.7% | -117.4% | +37.1% |
| All | +75.3% | +186.4% | -111.1% | +37.1% |
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