+12.3%
FN vs ITUB
+30.7%
-18.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.3% |
| 7D | +3.5% | +8.2% | -4.7% | -0.2% |
| 30D | -26.0% | +4.7% | -30.7% | -27.5% |
| 3M | -33.3% | +13.0% | -46.3% | -38.1% |
| 6M | -14.9% | +4.2% | -19.1% | -17.4% |
| YTD | -8.6% | +18.6% | -27.1% | -14.1% |
| 1Y | +12.3% | +31.3% | -18.9% | -0.2% |
| All | +12.3% | +30.7% | -18.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling