+235.5%
FFIV vs ITUB
+219.0%
+16.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -3.7% | +10.7% | -14.5% | -5.7% |
| 3M | +2.0% | +10.1% | -8.1% | 0.0% |
| 6M | +39.3% | -0.1% | +39.4% | +38.6% |
| YTD | +56.1% | +18.4% | +37.7% | +50.3% |
| 1Y | +22.0% | +31.3% | -9.3% | +14.9% |
| 3Y | +148.2% | +124.6% | +23.6% | +108.5% |
| 5Y | +96.3% | +192.0% | -95.6% | +52.8% |
| All | +235.5% | +219.0% | +16.6% | +147.6% |
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 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