+192.6%
ITUB vs FGI
-69.8%
+262.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +8.2% | +5.2% | +3.1% | +8.2% |
| 30D | +4.7% | +65.2% | -60.5% | +2.9% |
| 3M | +13.0% | +30.2% | -17.2% | +11.4% |
| 6M | +4.2% | +87.8% | -83.6% | +0.7% |
| YTD | +18.6% | +32.5% | -13.9% | +15.5% |
| 1Y | +31.3% | +93.6% | -62.3% | +23.7% |
| 3Y | +124.9% | -2.6% | +127.5% | +112.1% |
| All | +192.6% | -69.8% | +262.4% | +186.4% |
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