+138.2%
CIFR vs ITUB
+81.0%
+57.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -5.5% |
| 7D | +4.8% | +1.9% | +2.9% | +3.6% |
| 30D | -31.0% | -22.2% | -8.8% | -20.2% |
| 3M | -58.7% | +2.7% | -61.4% | -62.6% |
| 6M | -67.7% | -3.0% | -64.7% | -68.7% |
| YTD | -53.5% | +7.5% | -61.0% | -56.9% |
| 1Y | -54.1% | +10.5% | -64.5% | -58.5% |
| 3Y | +138.2% | +81.0% | +57.2% | +58.6% |
| All | +138.2% | +81.0% | +57.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling