+1,335.0%
FERG vs ITUB
+123.4%
+1,211.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +3.4% | +8.2% | -4.9% | +2.9% |
| 30D | -11.5% | +4.7% | -16.2% | -11.7% |
| 3M | +1.3% | +13.0% | -11.7% | +0.6% |
| 6M | -1.0% | +4.2% | -5.1% | -1.2% |
| YTD | +3.2% | +18.6% | -15.3% | +2.4% |
| 1Y | -3.0% | +31.3% | -34.2% | -4.2% |
| 3Y | +55.0% | +124.9% | -69.9% | +49.8% |
| 5Y | +72.6% | +195.6% | -123.0% | +65.6% |
| 10Y | +358.9% | +196.4% | +162.6% | +339.1% |
| All | +1,335.0% | +123.4% | +1,211.7% | +1,301.2% |
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