-79.1%
FIG vs ITUB
+48.0%
-127.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | -16.3% | +8.7% | -25.0% | -15.6% |
| 30D | -14.3% | -0.7% | -13.6% | -13.9% |
| 3M | +7.2% | +7.8% | -0.6% | +7.1% |
| 6M | -18.6% | -3.4% | -15.2% | -18.6% |
| YTD | -35.5% | +16.3% | -51.7% | -39.5% |
| 1Y | -55.8% | +29.8% | -85.6% | -61.8% |
| All | -79.1% | +48.0% | -127.1% | -83.9% |
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 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