+186.2%
ITUB vs FWONK
+97.7%
+88.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +12.6% | -7.7% | +20.4% | +14.6% |
| 3M | +6.4% | +5.7% | +0.7% | +4.7% |
| 6M | +0.6% | +13.5% | -12.9% | -2.8% |
| YTD | +18.8% | -3.0% | +21.8% | +18.9% |
| 1Y | +31.0% | -6.4% | +37.4% | +32.1% |
| 3Y | +118.1% | +43.8% | +74.2% | +93.0% |
| All | +186.2% | +97.7% | +88.5% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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