+2,655.6%
FFIV vs ITUB
+1,733.1%
+922.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -4.2% | +4.9% | -9.0% | -5.4% |
| 30D | -33.9% | -27.2% | -6.6% | -28.4% |
| 3M | -22.6% | -6.1% | -16.5% | -22.3% |
| 6M | -10.4% | -10.7% | +0.3% | -9.0% |
| YTD | +24.3% | +5.5% | +18.8% | +20.0% |
| 1Y | +31.8% | +7.8% | +23.9% | +26.2% |
| 3Y | +99.5% | +75.0% | +24.5% | +64.2% |
| 5Y | +40.7% | +178.6% | -137.8% | -1.8% |
| 10Y | +126.9% | +162.9% | -36.0% | +42.9% |
| All | +2,655.6% | +1,733.1% | +922.5% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling