+47.7%
FND vs ITUB
+140.2%
-92.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -5.8% | +2.2% | -8.0% | -6.4% |
| 30D | -20.2% | +12.6% | -32.8% | -23.0% |
| 3M | -12.0% | +6.4% | -18.4% | -14.0% |
| 6M | -18.5% | +0.6% | -19.1% | -18.9% |
| YTD | -22.3% | +18.8% | -41.1% | -26.4% |
| 1Y | -47.6% | +31.0% | -78.7% | -51.9% |
| 3Y | -49.8% | +118.1% | -167.8% | -60.5% |
| 5Y | -63.0% | +193.0% | -256.0% | -74.5% |
| All | +47.7% | +140.2% | -92.5% | +2.9% |
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