+208.2%
ITUB vs FLR
+19.7%
+188.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | +2.2% | -3.5% | +5.7% | +2.8% |
| 30D | +12.6% | +4.2% | +8.4% | +11.8% |
| 3M | +6.4% | +8.1% | -1.7% | +4.4% |
| 6M | +0.6% | +21.5% | -20.9% | -3.8% |
| YTD | +18.8% | +36.8% | -17.9% | +11.4% |
| 1Y | +31.0% | +31.2% | -0.2% | +23.3% |
| 3Y | +118.1% | +53.9% | +64.2% | +92.4% |
| 5Y | +193.0% | +243.0% | -50.0% | +119.4% |
| All | +208.2% | +19.7% | +188.4% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling