+99.1%
FFIV vs ITUB
+186.4%
-87.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.6% | +4.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -1.3% | +2.6% | -3.9% | -1.9% |
| 3M | +2.4% | +8.4% | -6.0% | +0.9% |
| 6M | +41.8% | -0.5% | +42.4% | +41.3% |
| YTD | +58.5% | +15.3% | +43.2% | +54.1% |
| 1Y | +24.3% | +28.7% | -4.4% | +18.4% |
| 3Y | +152.0% | +118.7% | +33.4% | +117.9% |
| 5Y | +99.1% | +182.7% | -83.6% | +61.2% |
| All | +99.1% | +186.4% | -87.2% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling