+3,291.0%
FFIV vs ITUB
+1,920.1%
+1,370.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.0% | +8.7% | -9.7% | -3.2% |
| 30D | -5.1% | -0.7% | -4.4% | -5.1% |
| 3M | -4.5% | +7.8% | -12.2% | -6.6% |
| 6M | +36.5% | -3.4% | +39.9% | +36.8% |
| YTD | +53.0% | +16.3% | +36.7% | +45.4% |
| 1Y | +24.2% | +29.8% | -5.6% | +14.2% |
| 3Y | +137.2% | +111.1% | +26.1% | +87.2% |
| 5Y | +91.8% | +173.6% | -81.8% | +35.5% |
| 10Y | +215.2% | +193.2% | +21.9% | +93.9% |
| All | +3,291.0% | +1,920.1% | +1,370.9% | +880.7% |
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