+9.8%
ITUB vs FLR
+2.5%
+7.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -26.6% | -5.9% | -20.7% | -25.7% |
| 3M | -11.1% | -7.6% | -3.5% | -9.9% |
| 6M | -13.1% | -9.3% | -3.8% | -12.3% |
| YTD | +3.9% | +20.1% | -16.3% | -6.2% |
| 1Y | +9.8% | +3.0% | +6.7% | +4.0% |
| All | +9.8% | +2.5% | +7.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling