-79.9%
FIG vs ITUB
+51.3%
-131.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | -3.8% | +2.2% | -6.0% | -3.6% |
| 30D | -2.3% | +12.6% | -14.9% | -1.2% |
| 3M | +20.0% | +6.4% | +13.5% | +20.3% |
| 6M | -16.7% | +0.6% | -17.3% | -16.5% |
| YTD | -37.9% | +18.8% | -56.8% | -41.6% |
| 1Y | -58.5% | +31.0% | -89.6% | -63.7% |
| All | -79.9% | +51.3% | -131.2% | -84.5% |
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 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