-63.3%
FND vs ITUB
+185.6%
-249.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.1% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | -22.5% | +10.7% | -33.2% | -24.4% |
| 3M | -5.0% | +10.1% | -15.1% | -7.4% |
| 6M | -21.5% | -0.1% | -21.4% | -21.7% |
| YTD | -23.0% | +18.4% | -41.4% | -25.9% |
| 1Y | -44.9% | +31.3% | -76.2% | -48.1% |
| 3Y | -50.0% | +124.6% | -174.6% | -57.2% |
| 5Y | -63.3% | +192.0% | -255.3% | -70.7% |
| All | -63.3% | +185.6% | -249.0% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling