+1,882.6%
ITUB vs FLR
+297.9%
+1,584.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.7% |
| 7D | +8.2% | +0.7% | +7.6% | +8.0% |
| 30D | +4.7% | -0.7% | +5.4% | +4.6% |
| 3M | +13.0% | +14.3% | -1.3% | +6.0% |
| 6M | +4.2% | +25.6% | -21.4% | -6.7% |
| YTD | +18.6% | +42.9% | -24.3% | +1.3% |
| 1Y | +31.3% | +38.7% | -7.5% | +12.3% |
| 3Y | +124.9% | +61.8% | +63.1% | +65.8% |
| 5Y | +195.6% | +254.1% | -58.5% | +49.1% |
| 10Y | +196.4% | +20.0% | +176.3% | +67.5% |
| All | +1,882.6% | +297.9% | +1,584.7% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling