+81.9%
FITB vs ITUB
+1,920.1%
-1,838.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +0.6% | +8.7% | -8.1% | -2.9% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | +6.7% | +7.8% | -1.1% | +2.8% |
| 6M | +12.6% | -3.4% | +16.0% | +13.2% |
| YTD | +19.1% | +16.3% | +2.8% | +10.2% |
| 1Y | +22.6% | +29.8% | -7.2% | +7.7% |
| 3Y | +127.1% | +111.1% | +16.1% | +58.0% |
| 5Y | +71.8% | +173.6% | -101.7% | +1.7% |
| 10Y | +287.2% | +193.2% | +93.9% | +99.1% |
| All | +81.9% | +1,920.1% | -1,838.2% | -36.5% |
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