+3,461.5%
FICO vs ITUB
+1,920.1%
+1,541.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | +8.7% | -27.9% | -21.0% |
| 30D | -14.6% | -0.7% | -13.9% | -14.5% |
| 3M | -20.1% | +7.8% | -27.9% | -22.1% |
| 6M | -36.3% | -3.4% | -32.9% | -36.5% |
| YTD | -44.9% | +16.3% | -61.1% | -47.9% |
| 1Y | -38.6% | +29.8% | -68.5% | -44.0% |
| 3Y | +4.0% | +111.1% | -107.1% | -18.2% |
| 5Y | +99.5% | +173.6% | -74.0% | +40.1% |
| 10Y | +604.7% | +193.2% | +411.4% | +346.8% |
| All | +3,461.5% | +1,920.1% | +1,541.4% | +1,523.1% |
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 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