-2.3%
FERG vs ITUB
+30.8%
-33.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | 0.0% | +8.7% | -8.7% | -2.8% |
| 30D | -10.2% | -0.7% | -9.5% | -10.1% |
| 3M | -0.6% | +7.8% | -8.4% | -3.7% |
| 6M | -6.5% | -3.4% | -3.1% | -6.2% |
| YTD | +4.2% | +16.3% | -12.1% | -0.2% |
| 1Y | -2.3% | +29.8% | -32.1% | -10.9% |
| All | -2.3% | +30.8% | -33.0% | -10.9% |
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