+494.2%
FIX vs ITUB
+81.0%
+413.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +9.4% | +1.9% | +7.5% | +8.9% |
| 30D | -27.8% | -22.2% | -5.6% | -23.5% |
| 3M | -35.6% | +2.7% | -38.3% | -39.4% |
| 6M | -45.2% | -3.0% | -42.3% | -47.2% |
| YTD | +19.5% | +7.5% | +12.0% | +13.7% |
| 1Y | +24.2% | +10.5% | +13.8% | +17.3% |
| 3Y | +494.2% | +81.0% | +413.2% | +378.1% |
| All | +494.2% | +81.0% | +413.2% | +378.1% |
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 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