-9.5%
IEF vs ITUB
+186.2%
-195.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.3% | +2.2% | -3.6% | -1.4% |
| 30D | -1.7% | +12.6% | -14.4% | -2.0% |
| 3M | -2.5% | +6.4% | -8.9% | -2.7% |
| 6M | -3.3% | +0.6% | -3.8% | -3.3% |
| YTD | -2.8% | +18.8% | -21.7% | -3.2% |
| 1Y | -2.7% | +31.0% | -33.7% | -3.2% |
| 3Y | +8.9% | +118.1% | -109.2% | +7.7% |
| All | -9.5% | +186.2% | -195.7% | -9.4% |
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 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