+284.0%
FITB vs ITUB
+220.1%
+63.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.3% | +2.2% | -2.5% | -1.2% |
| 30D | -5.7% | +12.6% | -18.3% | -10.1% |
| 3M | +3.2% | +6.4% | -3.3% | +0.2% |
| 6M | +23.4% | +0.6% | +22.8% | +22.1% |
| YTD | +18.8% | +18.8% | -0.1% | +9.5% |
| 1Y | +25.0% | +31.0% | -6.0% | +10.4% |
| 3Y | +131.2% | +118.1% | +13.1% | +62.2% |
| 5Y | +70.7% | +193.0% | -122.4% | +0.7% |
| All | +284.0% | +220.1% | +63.9% | +125.9% |
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 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