+133.1%
FIS vs ITUB
+1,767.9%
-1,634.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.7% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | -16.7% | -22.2% | +5.5% | -12.8% |
| 3M | -32.3% | +2.7% | -35.0% | -33.6% |
| 6M | -29.1% | -3.0% | -26.1% | -29.8% |
| YTD | -54.1% | +7.5% | -61.7% | -56.0% |
| 1Y | -53.7% | +10.5% | -64.2% | -55.9% |
| 3Y | -38.8% | +81.0% | -119.8% | -48.5% |
| 5Y | -71.1% | +181.8% | -252.9% | -78.6% |
| 10Y | -53.1% | +170.2% | -223.3% | -67.5% |
| All | +133.1% | +1,767.9% | -1,634.8% | +21.9% |
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