+166.1%
ITUB vs FWONK
+276.9%
-110.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +12.6% | -7.7% | +20.4% | +15.6% |
| 3M | +6.4% | +5.7% | +0.7% | +3.9% |
| 6M | +0.6% | +13.5% | -12.9% | -4.3% |
| YTD | +18.8% | -3.0% | +21.8% | +18.8% |
| 1Y | +31.0% | -6.4% | +37.4% | +32.4% |
| 3Y | +118.1% | +43.8% | +74.2% | +84.4% |
| 5Y | +193.0% | +98.6% | +94.5% | +114.1% |
| 10Y | +217.1% | +340.0% | -122.9% | +66.2% |
| All | +166.1% | +276.9% | -110.8% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling