+14.7%
FXI vs ITUB
+220.1%
-205.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.9% | +2.2% | -6.1% | -4.4% |
| 30D | -2.1% | +12.6% | -14.7% | -4.9% |
| 3M | -0.5% | +6.4% | -6.9% | -2.2% |
| 6M | -4.5% | +0.6% | -5.1% | -5.2% |
| YTD | -9.2% | +18.8% | -28.1% | -13.5% |
| 1Y | -13.8% | +31.0% | -44.8% | -19.9% |
| 3Y | +36.6% | +118.1% | -81.5% | +11.4% |
| 5Y | -6.7% | +193.0% | -199.7% | -31.0% |
| All | +14.7% | +220.1% | -205.4% | -23.8% |
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