+3,644.4%
FIX vs ITUB
+154.1%
+3,490.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | 0.0% |
| 7D | -13.9% | +4.9% | -18.8% | -15.3% |
| 30D | -35.5% | -27.2% | -8.3% | -30.1% |
| 3M | -33.9% | -6.1% | -27.8% | -34.5% |
| 6M | -43.3% | -10.7% | -32.6% | -42.9% |
| YTD | +18.7% | +5.5% | +13.2% | +14.1% |
| 1Y | +13.8% | +7.8% | +5.9% | +8.6% |
| 3Y | +495.0% | +75.0% | +420.0% | +382.1% |
| 5Y | +1,049.0% | +178.6% | +870.5% | +674.4% |
| 10Y | +3,644.4% | +162.9% | +3,481.6% | +2,488.1% |
| All | +3,644.4% | +154.1% | +3,490.4% | +2,488.1% |
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