+3,689.8%
FN vs ITUB
+165.8%
+3,524.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -1.7% | +8.7% | -10.4% | -4.0% |
| 30D | -22.0% | -0.7% | -21.3% | -22.0% |
| 3M | -43.0% | +7.8% | -50.8% | -44.4% |
| 6M | -27.7% | -3.4% | -24.3% | -27.2% |
| YTD | -10.5% | +16.3% | -26.8% | -14.3% |
| 1Y | +12.5% | +29.8% | -17.3% | +4.6% |
| 3Y | +153.8% | +111.1% | +42.7% | +104.0% |
| 5Y | +288.0% | +173.6% | +114.4% | +182.3% |
| 10Y | +906.4% | +193.2% | +713.2% | +552.8% |
| All | +3,689.8% | +165.8% | +3,524.0% | +2,278.5% |
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 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