+3,800.0%
FIX vs ITUB
+143.4%
+3,656.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.7% |
| 7D | -7.2% | +5.5% | -12.7% | -8.8% |
| 30D | -35.1% | -25.6% | -9.6% | -30.1% |
| 3M | -34.3% | -4.7% | -29.6% | -35.1% |
| 6M | -42.9% | -8.6% | -34.3% | -42.9% |
| YTD | +19.5% | +7.9% | +11.5% | +14.2% |
| 1Y | +16.8% | +11.2% | +5.6% | +10.5% |
| 3Y | +506.7% | +82.6% | +424.1% | +387.0% |
| 5Y | +1,046.7% | +192.7% | +854.0% | +666.0% |
| 10Y | +3,800.0% | +144.7% | +3,655.3% | +2,593.8% |
| All | +3,800.0% | +143.4% | +3,656.6% | +2,593.8% |
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