+176.3%
ITUB vs FDS
+127.7%
+48.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | -22.2% | +14.8% | -37.0% | -25.0% |
| 3M | +2.7% | +16.3% | -13.6% | -1.8% |
| 6M | -3.0% | +66.2% | -69.2% | -17.6% |
| YTD | +7.5% | +16.2% | -8.7% | +0.9% |
| 1Y | +10.5% | +21.8% | -11.4% | +1.4% |
| 3Y | +81.0% | -23.9% | +104.9% | +94.8% |
| 5Y | +181.8% | -23.1% | +204.9% | +195.8% |
| All | +176.3% | +127.7% | +48.7% | +84.4% |
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