+418.1%
FSLR vs ITUB
+175.8%
+242.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -14.8% | +1.9% | -16.7% | -15.2% |
| 30D | -4.3% | -22.2% | +17.9% | +1.7% |
| 3M | -23.4% | +2.7% | -26.1% | -24.9% |
| 6M | -26.9% | -3.0% | -24.0% | -27.4% |
| YTD | -34.4% | +7.5% | -41.9% | -36.9% |
| 1Y | -33.2% | +10.5% | -43.7% | -36.4% |
| 3Y | +28.1% | +81.0% | -52.9% | +5.7% |
| 5Y | +54.5% | +181.8% | -127.3% | +10.0% |
| All | +418.1% | +175.8% | +242.3% | +287.1% |
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 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