-40.7%
FIS vs ITUB
+219.0%
-259.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.6% |
| 7D | -8.9% | +1.0% | -9.9% | -9.1% |
| 30D | -9.9% | +10.7% | -20.6% | -11.8% |
| 3M | 0.0% | +10.1% | -10.1% | -2.3% |
| 6M | -22.9% | -0.1% | -22.8% | -23.4% |
| YTD | -40.9% | +18.4% | -59.3% | -43.6% |
| 1Y | -40.4% | +31.3% | -71.7% | -44.6% |
| 3Y | -25.4% | +124.6% | -150.0% | -39.1% |
| 5Y | -64.8% | +192.0% | -256.8% | -73.9% |
| All | -40.7% | +219.0% | -259.6% | -58.8% |
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