+117.8%
FFIV vs ITUB
+175.8%
-58.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.1% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | -32.4% | -22.2% | -10.2% | -29.5% |
| 3M | -25.7% | +2.7% | -28.4% | -26.7% |
| 6M | -13.5% | -3.0% | -10.5% | -13.9% |
| YTD | +21.1% | +7.5% | +13.6% | +17.8% |
| 1Y | +29.4% | +10.5% | +19.0% | +25.1% |
| 3Y | +94.9% | +81.0% | +13.9% | +69.3% |
| 5Y | +34.7% | +181.8% | -147.1% | +4.8% |
| All | +117.8% | +175.8% | -58.0% | +68.1% |
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