+64.4%
FDX vs ITUB
+181.4%
-117.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.0% |
| 7D | -3.3% | +8.2% | -11.6% | -4.7% |
| 30D | -1.4% | +4.7% | -6.1% | -2.3% |
| 3M | -4.5% | +13.0% | -17.5% | -6.9% |
| 6M | +9.4% | +4.2% | +5.2% | +8.2% |
| YTD | +36.0% | +18.6% | +17.5% | +31.3% |
| 1Y | +75.5% | +31.3% | +44.3% | +66.2% |
| 3Y | +62.8% | +124.9% | -62.1% | +39.6% |
| 5Y | +64.4% | +195.6% | -131.2% | +31.0% |
| All | +64.4% | +181.4% | -117.0% | +31.0% |
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 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