+186.2%
ITUB vs FIVN
-82.2%
+268.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +2.2% | -7.8% | +10.1% | +2.7% |
| 30D | +12.6% | -1.7% | +14.3% | +12.6% |
| 3M | +6.4% | +47.2% | -40.8% | +3.2% |
| 6M | +0.6% | +82.7% | -82.1% | -4.6% |
| YTD | +18.8% | +52.9% | -34.1% | +13.9% |
| 1Y | +31.0% | +17.5% | +13.5% | +28.0% |
| 3Y | +118.1% | -55.8% | +173.9% | +124.2% |
| All | +186.2% | -82.2% | +268.3% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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