+207.1%
ITUB vs FDS
+66.9%
+140.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.8% | +8.5% | +4.2% |
| 7D | +1.0% | -16.0% | +17.0% | +5.4% |
| 30D | +10.7% | -6.7% | +17.4% | +12.3% |
| 3M | +10.1% | +6.0% | +4.1% | +6.8% |
| 6M | -0.1% | +25.1% | -25.2% | -8.8% |
| YTD | +18.4% | -8.1% | +26.6% | +18.4% |
| 1Y | +31.3% | -26.0% | +57.3% | +40.6% |
| 3Y | +124.6% | -36.4% | +161.0% | +151.2% |
| 5Y | +192.0% | -27.7% | +219.7% | +199.9% |
| All | +207.1% | +66.9% | +140.2% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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