-24.1%
FICO vs ITUB
+85.1%
-109.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -0.9% | +3.7% | -4.6% | -1.4% |
| 30D | +3.3% | -24.1% | +27.4% | +7.2% |
| 3M | -31.7% | -9.6% | -22.2% | -30.1% |
| 6M | -34.0% | -11.5% | -22.4% | -32.4% |
| YTD | -58.3% | +5.5% | -63.8% | -58.9% |
| 1Y | -57.9% | +9.9% | -67.8% | -58.9% |
| 3Y | -24.1% | +84.8% | -108.8% | -33.5% |
| All | -24.1% | +85.1% | -109.2% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling