+226.8%
FIS vs ITUB
+1,920.1%
-1,693.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +1.1% | +8.7% | -7.6% | -0.8% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +2.1% | +7.8% | -5.6% | +0.2% |
| 6M | -14.7% | -3.4% | -11.3% | -14.7% |
| YTD | -35.7% | +16.3% | -52.0% | -38.6% |
| 1Y | -37.1% | +29.8% | -66.9% | -41.5% |
| 3Y | -20.0% | +111.1% | -131.1% | -34.2% |
| 5Y | -62.1% | +173.6% | -235.7% | -71.5% |
| 10Y | -37.4% | +193.2% | -230.6% | -57.1% |
| All | +226.8% | +1,920.1% | -1,693.3% | +70.2% |
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 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