+61.0%
CIFR vs ITUB
+280.9%
-219.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -6.8% |
| 7D | -8.2% | +1.0% | -9.2% | -8.6% |
| 30D | -7.4% | +10.7% | -18.1% | -11.2% |
| 3M | -24.2% | +10.1% | -34.2% | -26.4% |
| 6M | +14.2% | -0.1% | +14.3% | +15.5% |
| YTD | +8.0% | +18.4% | -10.4% | +4.4% |
| 1Y | +55.5% | +31.3% | +24.2% | +45.8% |
| 3Y | +429.6% | +124.6% | +305.0% | +343.0% |
| 5Y | +20.8% | +192.0% | -171.2% | -7.2% |
| All | +61.0% | +280.9% | -219.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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