+34,912.0%
FIX vs ITUB
+1,733.1%
+33,178.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.1% |
| 7D | -17.5% | +3.7% | -21.1% | -18.5% |
| 30D | -41.6% | -24.1% | -17.5% | -37.7% |
| 3M | -40.6% | -9.6% | -31.0% | -40.3% |
| 6M | -49.4% | -11.5% | -37.8% | -48.8% |
| YTD | +9.2% | +5.5% | +3.7% | +5.4% |
| 1Y | +6.5% | +9.9% | -3.4% | +1.4% |
| 3Y | +448.7% | +84.8% | +364.0% | +342.2% |
| 5Y | +948.7% | +182.6% | +766.1% | +622.4% |
| 10Y | +3,659.7% | +141.7% | +3,518.0% | +2,378.8% |
| All | +34,912.0% | +1,733.1% | +33,178.9% | +11,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling