-80.9%
FIG vs ITUB
+46.7%
-127.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.5% |
| 7D | -14.5% | 0.0% | -14.5% | -14.4% |
| 30D | -13.3% | +2.6% | -15.9% | -12.8% |
| 3M | +7.4% | +8.4% | -1.0% | +7.2% |
| 6M | -27.8% | -0.5% | -27.2% | -28.1% |
| YTD | -41.1% | +15.3% | -56.4% | -44.8% |
| 1Y | -58.7% | +28.7% | -87.4% | -64.3% |
| All | -80.9% | +46.7% | -127.7% | -85.3% |
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