+351.3%
FERG vs ITUB
+220.1%
+131.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.6% | +2.2% | -4.8% | -2.8% |
| 30D | -8.9% | +12.6% | -21.5% | -9.8% |
| 3M | -2.0% | +6.4% | -8.5% | -2.6% |
| 6M | -3.2% | +0.6% | -3.8% | -3.4% |
| YTD | +1.5% | +18.8% | -17.3% | +0.2% |
| 1Y | +0.5% | +31.0% | -30.5% | -1.5% |
| 3Y | +50.4% | +118.1% | -67.7% | +42.9% |
| 5Y | +68.7% | +193.0% | -124.3% | +58.4% |
| All | +351.3% | +220.1% | +131.2% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling