+129.6%
IEF vs ITUB
+4,233.7%
-4,104.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | 0.0% |
| 7D | +0.1% | +8.2% | -8.2% | +0.3% |
| 30D | -0.7% | +4.7% | -5.4% | -0.6% |
| 3M | -0.4% | +13.0% | -13.4% | -0.1% |
| 6M | -2.5% | +4.2% | -6.7% | -2.3% |
| YTD | -1.6% | +18.6% | -20.2% | -1.1% |
| 1Y | -1.3% | +31.3% | -32.6% | -0.5% |
| 3Y | +10.1% | +124.9% | -114.8% | +12.9% |
| 5Y | -8.3% | +195.6% | -203.9% | -4.8% |
| 10Y | +4.5% | +196.4% | -191.9% | +10.1% |
| All | +129.6% | +4,233.7% | -4,104.1% | +160.5% |
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