+160.4%
ITUB vs FGI
-70.6%
+231.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +3.7% | -7.0% | +10.6% | +3.8% |
| 30D | -24.1% | -4.2% | -19.9% | -24.1% |
| 3M | -9.6% | +55.6% | -65.2% | -11.1% |
| 6M | -11.5% | -3.2% | -8.4% | -12.5% |
| YTD | +5.5% | +29.1% | -23.6% | +2.7% |
| 1Y | +9.9% | +51.0% | -41.1% | +5.8% |
| 3Y | +84.8% | +1.5% | +83.3% | +73.3% |
| All | +160.4% | -70.6% | +231.0% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling