+31.0%
ITUB vs FIGR
-3.1%
+34.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.6% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +12.6% | +13.7% | -1.0% | +11.9% |
| 3M | +6.4% | +23.9% | -17.5% | +5.1% |
| 6M | +0.6% | -8.4% | +9.0% | +0.2% |
| YTD | +18.8% | -14.6% | +33.5% | +17.0% |
| 1Y | +31.0% | +12.1% | +18.9% | +30.3% |
| All | +31.0% | -3.1% | +34.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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