+93.1%
FOXA vs ITUB
+186.2%
-93.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.5% |
| 30D | +5.0% | +12.6% | -7.6% | +3.5% |
| 3M | -3.0% | +6.4% | -9.4% | -4.0% |
| 6M | +14.8% | +0.6% | +14.2% | +14.3% |
| YTD | -8.9% | +18.8% | -27.8% | -11.8% |
| 1Y | +13.3% | +31.0% | -17.7% | +7.9% |
| 3Y | +115.4% | +118.1% | -2.7% | +87.0% |
| All | +93.1% | +186.2% | -93.0% | +54.1% |
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