+726.4%
FSLR vs ITUB
+325.8%
+400.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | 0.0% | +8.7% | -8.7% | -3.6% |
| 30D | -13.7% | -0.7% | -13.0% | -13.6% |
| 3M | -35.1% | +7.8% | -42.9% | -37.4% |
| 6M | +3.6% | -3.4% | +7.1% | +4.5% |
| YTD | -21.7% | +16.3% | -38.0% | -27.7% |
| 1Y | +1.3% | +29.8% | -28.6% | -11.3% |
| 3Y | +9.7% | +111.1% | -101.4% | -24.0% |
| 5Y | +117.4% | +173.6% | -56.2% | +25.6% |
| 10Y | +435.5% | +193.2% | +242.2% | +146.0% |
| All | +726.4% | +325.8% | +400.6% | +98.1% |
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 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