+353.6%
FISV vs ITUB
+1,902.7%
-1,549.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -3.7% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | +2.6% | -9.4% | -7.5% |
| 3M | -10.0% | +8.4% | -18.4% | -11.9% |
| 6M | -20.6% | -0.5% | -20.1% | -21.0% |
| YTD | -27.6% | +15.3% | -42.9% | -30.5% |
| 1Y | -64.3% | +28.7% | -93.0% | -66.8% |
| 3Y | -60.0% | +118.7% | -178.7% | -67.6% |
| 5Y | -57.7% | +182.7% | -240.4% | -68.7% |
| 10Y | -3.0% | +207.6% | -210.6% | -35.0% |
| All | +353.6% | +1,902.7% | -1,549.1% | +85.3% |
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