-66.1%
FIS vs ITUB
+186.4%
-252.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.7% | -3.0% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -10.4% | +2.6% | -13.0% | -10.8% |
| 3M | -3.7% | +8.4% | -12.1% | -5.0% |
| 6M | -24.8% | -0.5% | -24.2% | -25.1% |
| YTD | -41.6% | +15.3% | -56.8% | -43.4% |
| 1Y | -42.7% | +28.7% | -71.5% | -45.8% |
| 3Y | -26.2% | +118.7% | -144.9% | -36.8% |
| 5Y | -66.1% | +182.7% | -248.8% | -73.9% |
| All | -66.1% | +186.4% | -252.5% | -73.9% |
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 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