+2,185.6%
FIX vs ITUB
+181.4%
+2,004.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | +6.1% | +8.2% | -2.2% | +3.5% |
| 30D | -2.7% | +4.7% | -7.4% | -4.2% |
| 3M | -10.9% | +13.0% | -24.0% | -14.2% |
| 6M | +29.0% | +4.2% | +24.8% | +27.4% |
| YTD | +76.9% | +18.6% | +58.3% | +70.4% |
| 1Y | +130.7% | +31.3% | +99.5% | +116.8% |
| 3Y | +790.7% | +124.9% | +665.8% | +633.4% |
| 5Y | +2,185.6% | +195.6% | +1,990.0% | +1,628.7% |
| All | +2,185.6% | +181.4% | +2,004.2% | +1,628.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling