+66.7%
FITB vs ITUB
+186.2%
-119.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.3% | +2.2% | -2.5% | -1.0% |
| 30D | -5.7% | +12.6% | -18.3% | -9.3% |
| 3M | +3.2% | +6.4% | -3.3% | +0.7% |
| 6M | +23.4% | +0.6% | +22.8% | +22.4% |
| YTD | +18.8% | +18.8% | -0.1% | +11.3% |
| 1Y | +25.0% | +31.0% | -6.0% | +13.1% |
| 3Y | +131.2% | +118.1% | +13.1% | +73.1% |
| All | +66.7% | +186.2% | -119.4% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling