+100.0%
FFIV vs ITUB
+77.6%
+22.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -4.2% | +4.9% | -9.0% | -4.9% |
| 30D | -33.9% | -27.2% | -6.6% | -30.9% |
| 3M | -22.6% | -6.1% | -16.5% | -22.7% |
| 6M | -10.4% | -10.7% | +0.3% | -9.7% |
| YTD | +24.3% | +5.5% | +18.8% | +21.4% |
| 1Y | +31.8% | +7.8% | +23.9% | +28.1% |
| All | +100.0% | +77.6% | +22.4% | +81.4% |
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 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