-39.3%
FICO vs ITUB
+30.7%
-70.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.3% |
| 7D | -15.4% | +8.2% | -23.7% | -14.6% |
| 30D | -10.4% | +4.7% | -15.1% | -10.0% |
| 3M | -22.7% | +13.0% | -35.7% | -22.2% |
| 6M | -36.8% | +4.2% | -40.9% | -36.8% |
| YTD | -44.8% | +18.6% | -63.4% | -45.2% |
| 1Y | -39.3% | +31.3% | -70.6% | -37.8% |
| All | -39.3% | +30.7% | -70.0% | -37.8% |
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