+26.9%
CIFR vs ITUB
+186.2%
-159.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -5.0% | +2.2% | -7.2% | -6.0% |
| 30D | -5.7% | +12.6% | -18.3% | -11.4% |
| 3M | -25.5% | +6.4% | -32.0% | -27.3% |
| 6M | +19.4% | +0.6% | +18.8% | +20.6% |
| YTD | +14.2% | +18.8% | -4.7% | +8.7% |
| 1Y | +69.0% | +31.0% | +38.0% | +54.9% |
| 3Y | +503.9% | +118.1% | +385.9% | +374.2% |
| All | +26.9% | +186.2% | -159.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling