+79.2%
CIFR vs ITUB
+274.1%
-194.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +16.9% | +8.7% | +8.2% | +13.2% |
| 30D | -5.2% | -0.7% | -4.5% | -5.1% |
| 3M | -30.6% | +7.8% | -38.4% | -32.1% |
| 6M | +10.6% | -3.4% | +14.0% | +13.3% |
| YTD | +20.2% | +16.3% | +3.9% | +17.0% |
| 1Y | +139.7% | +29.8% | +109.9% | +125.8% |
| 3Y | +489.4% | +111.1% | +378.3% | +399.5% |
| 5Y | +54.4% | +173.6% | -119.2% | +19.5% |
| All | +79.2% | +274.1% | -194.9% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling