+2,943.1%
FN vs ITUB
+141.2%
+2,801.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.3% | +11.3% |
| 7D | 0.0% | +3.7% | -3.7% | -1.1% |
| 30D | -34.3% | -24.1% | -10.2% | -30.1% |
| 3M | -39.9% | -9.6% | -30.3% | -39.4% |
| 6M | -51.8% | -11.5% | -40.3% | -51.3% |
| YTD | -28.1% | +5.5% | -33.7% | -30.6% |
| 1Y | -29.1% | +9.9% | -38.9% | -32.2% |
| 3Y | +102.4% | +84.8% | +17.7% | +65.9% |
| 5Y | +171.7% | +182.6% | -11.0% | +93.5% |
| 10Y | +773.5% | +141.7% | +631.8% | +489.5% |
| All | +2,943.1% | +141.2% | +2,801.9% | +1,826.9% |
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 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