+128.1%
FIX vs ITUB
+28.5%
+99.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -0.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -3.5% | +2.6% | -6.1% | -5.3% |
| 3M | -11.8% | +8.4% | -20.2% | -16.4% |
| 6M | +17.8% | -0.5% | +18.3% | +17.3% |
| YTD | +73.3% | +15.3% | +58.0% | +70.8% |
| 1Y | +128.1% | +28.7% | +99.4% | +116.1% |
| All | +128.1% | +28.5% | +99.6% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling