+764.4%
FIX vs ITUB
+120.6%
+643.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | +8.7% | -2.7% | +2.4% |
| 30D | -7.2% | -0.7% | -6.6% | -7.1% |
| 3M | -15.9% | +7.8% | -23.6% | -18.4% |
| 6M | +12.7% | -3.4% | +16.2% | +13.9% |
| YTD | +72.8% | +16.3% | +56.5% | +67.3% |
| 1Y | +122.9% | +29.8% | +93.1% | +109.4% |
| All | +764.4% | +120.6% | +643.8% | +603.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling