+1,882.6%
ITUB vs FDS
+1,585.9%
+296.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +3.9% |
| 7D | +8.2% | -5.4% | +13.6% | +10.9% |
| 30D | +4.7% | +1.6% | +3.1% | +3.5% |
| 3M | +13.0% | +17.7% | -4.7% | +2.3% |
| 6M | +4.2% | +29.1% | -24.9% | -11.7% |
| YTD | +18.6% | +1.0% | +17.6% | +11.0% |
| 1Y | +31.3% | -21.6% | +52.9% | +37.1% |
| 3Y | +124.9% | -30.1% | +155.0% | +143.7% |
| 5Y | +195.6% | -20.7% | +216.4% | +188.2% |
| 10Y | +196.4% | +78.3% | +118.1% | +73.4% |
| All | +1,882.6% | +1,585.9% | +296.7% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling