-80.8%
FIG vs ITUB
+50.7%
-131.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.8% |
| 7D | -12.2% | +1.0% | -13.2% | -12.1% |
| 30D | -11.0% | +10.7% | -21.7% | -10.0% |
| 3M | +11.9% | +10.1% | +1.8% | +12.0% |
| 6M | -21.9% | -0.1% | -21.8% | -21.8% |
| YTD | -40.8% | +18.4% | -59.2% | -44.3% |
| 1Y | -56.6% | +31.3% | -87.9% | -62.2% |
| All | -80.8% | +50.7% | -131.5% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling