+142.7%
FFIV vs ITUB
+125.3%
+17.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -1.5% | +8.2% | -9.8% | -2.9% |
| 30D | -2.7% | +4.7% | -7.4% | -3.5% |
| 3M | -1.7% | +13.0% | -14.7% | -3.7% |
| 6M | +36.1% | +4.2% | +32.0% | +34.4% |
| YTD | +52.6% | +18.6% | +34.1% | +47.6% |
| 1Y | +21.5% | +31.3% | -9.7% | +15.1% |
| 3Y | +142.7% | +124.9% | +17.8% | +105.1% |
| All | +142.7% | +125.3% | +17.4% | +105.1% |
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 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