+49.5%
FND vs ITUB
+139.6%
-90.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -5.2% |
| 7D | +0.4% | +8.2% | -7.9% | -1.9% |
| 30D | -23.6% | +4.7% | -28.3% | -24.7% |
| 3M | +4.3% | +13.0% | -8.7% | +0.3% |
| 6M | -20.3% | +4.2% | -24.5% | -21.4% |
| YTD | -21.3% | +18.6% | -39.9% | -25.4% |
| 1Y | -45.4% | +31.3% | -76.6% | -49.8% |
| 3Y | -48.9% | +124.9% | -173.8% | -60.2% |
| 5Y | -61.0% | +195.6% | -256.6% | -73.2% |
| All | +49.5% | +139.6% | -90.1% | +4.3% |
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