+86.3%
FOXA vs ITUB
+75.1%
+11.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.5% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | +2.6% | -1.4% | +0.5% |
| 3M | -6.1% | +8.4% | -14.5% | -8.2% |
| 6M | +8.2% | -0.5% | +8.8% | +7.5% |
| YTD | -11.8% | +15.3% | -27.1% | -15.9% |
| 1Y | +9.9% | +28.7% | -18.8% | +1.6% |
| 3Y | +110.7% | +118.7% | -7.9% | +66.0% |
| 5Y | +86.9% | +182.7% | -95.7% | +30.7% |
| All | +86.3% | +75.1% | +11.2% | +31.6% |
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