+538.9%
FICO vs ITUB
+169.9%
+369.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -0.8% | -25.4% | +24.7% | +6.2% |
| 3M | -31.3% | -0.3% | -31.0% | -31.6% |
| 6M | -33.9% | -8.0% | -26.0% | -33.4% |
| YTD | -57.6% | +5.2% | -62.8% | -59.1% |
| 1Y | -59.7% | +7.4% | -67.1% | -61.3% |
| 3Y | -28.0% | +74.5% | -102.5% | -40.2% |
| 5Y | +91.0% | +175.8% | -84.9% | +33.8% |
| All | +538.9% | +169.9% | +369.0% | +352.6% |
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 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