+793.2%
FDX vs ITUB
+1,920.1%
-1,126.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.5% | +8.7% | -11.2% | -4.7% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | -1.3% | +7.8% | -9.1% | -3.5% |
| 6M | +5.0% | -3.4% | +8.4% | +5.4% |
| YTD | +39.6% | +16.3% | +23.4% | +33.2% |
| 1Y | +81.1% | +29.8% | +51.3% | +67.5% |
| 3Y | +63.0% | +111.1% | -48.0% | +30.5% |
| 5Y | +65.6% | +173.6% | -107.9% | +19.4% |
| 10Y | +183.4% | +193.2% | -9.9% | +84.6% |
| All | +793.2% | +1,920.1% | -1,126.8% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling