+129.0%
FITB vs ITUB
+114.2%
+14.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.1% | +2.6% | -7.7% | -6.0% |
| 3M | +3.5% | +8.4% | -4.9% | +0.5% |
| 6M | +17.2% | -0.5% | +17.8% | +16.7% |
| YTD | +17.6% | +15.3% | +2.4% | +11.4% |
| 1Y | +23.4% | +28.7% | -5.4% | +12.3% |
| All | +129.0% | +114.2% | +14.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling