+92.4%
FOXA vs ITUB
+80.5%
+11.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.3% |
| 30D | +5.0% | +12.6% | -7.6% | +2.1% |
| 3M | -3.0% | +6.4% | -9.4% | -4.7% |
| 6M | +14.8% | +0.6% | +14.2% | +13.7% |
| YTD | -8.9% | +18.8% | -27.8% | -13.8% |
| 1Y | +13.3% | +31.0% | -17.7% | +4.3% |
| 3Y | +115.4% | +118.1% | -2.7% | +70.0% |
| 5Y | +95.3% | +193.0% | -97.8% | +35.3% |
| All | +92.4% | +80.5% | +11.8% | +34.9% |
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