+755.5%
FN vs ITUB
+169.9%
+585.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.6% |
| 7D | +20.8% | +1.1% | +19.7% | +20.6% |
| 30D | -17.3% | -25.4% | +8.2% | -12.1% |
| 3M | -38.1% | -0.3% | -37.8% | -39.1% |
| 6M | -44.2% | -8.0% | -36.3% | -44.2% |
| YTD | -22.3% | +5.2% | -27.5% | -24.5% |
| 1Y | -20.9% | +7.4% | -28.3% | -23.6% |
| 3Y | +111.1% | +74.5% | +36.6% | +79.5% |
| 5Y | +191.8% | +175.8% | +16.0% | +117.5% |
| All | +755.5% | +169.9% | +585.6% | +558.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling