-83.2%
FIG vs ITUB
+36.8%
-120.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.7% |
| 7D | +3.4% | +1.9% | +1.5% | +3.3% |
| 30D | -9.5% | -22.2% | +12.7% | -9.0% |
| 3M | -26.2% | +2.7% | -28.9% | -24.4% |
| 6M | +2.7% | -3.0% | +5.7% | +3.9% |
| YTD | -48.0% | +7.5% | -55.5% | -50.5% |
| 1Y | -52.0% | +10.5% | -62.5% | -55.3% |
| All | -83.2% | +36.8% | -120.0% | -86.9% |
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