+159.7%
ITUB vs FGI
-66.3%
+226.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -2.5% |
| 7D | +1.1% | +13.5% | -12.4% | +0.9% |
| 30D | -25.4% | +17.1% | -42.6% | -25.6% |
| 3M | -0.3% | +78.0% | -78.3% | -2.2% |
| 6M | -8.0% | +46.4% | -54.4% | -9.6% |
| YTD | +5.2% | +47.7% | -42.5% | +2.3% |
| 1Y | +7.4% | +56.8% | -49.4% | +3.5% |
| 3Y | +74.5% | +12.3% | +62.2% | +63.9% |
| All | +159.7% | -66.3% | +226.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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