+826.4%
FN vs ITUB
+143.4%
+683.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +11.3% |
| 7D | +16.3% | +5.5% | +10.8% | +14.8% |
| 30D | -24.7% | -25.6% | +0.8% | -20.0% |
| 3M | -34.9% | -4.7% | -30.3% | -35.3% |
| 6M | -41.1% | -8.6% | -32.5% | -41.0% |
| YTD | -19.6% | +7.9% | -27.6% | -22.4% |
| 1Y | -18.5% | +11.2% | -29.7% | -22.0% |
| 3Y | +119.1% | +82.6% | +36.5% | +84.4% |
| 5Y | +206.9% | +192.7% | +14.2% | +125.9% |
| 10Y | +826.4% | +144.7% | +681.8% | +635.5% |
| All | +826.4% | +143.4% | +683.0% | +635.5% |
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