+531.6%
FICO vs ITUB
+143.4%
+388.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.2% |
| 7D | -0.1% | +5.5% | -5.5% | -1.3% |
| 30D | +8.4% | -25.6% | +34.0% | +16.0% |
| 3M | -30.5% | -4.7% | -25.8% | -30.1% |
| 6M | -35.7% | -8.6% | -27.1% | -35.0% |
| YTD | -57.2% | +7.9% | -65.1% | -58.9% |
| 1Y | -58.4% | +11.2% | -69.6% | -60.5% |
| 3Y | -24.8% | +82.6% | -107.5% | -38.2% |
| 5Y | +79.3% | +192.7% | -113.5% | +23.6% |
| 10Y | +531.6% | +144.7% | +387.0% | +340.1% |
| All | +531.6% | +143.4% | +388.3% | +340.1% |
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