+91.9%
IREN vs ITUB
+217.6%
-125.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +3.8% |
| 7D | +27.5% | +8.2% | +19.2% | +21.4% |
| 30D | +13.8% | +4.7% | +9.1% | +10.4% |
| 3M | -20.7% | +13.0% | -33.7% | -26.2% |
| 6M | +27.9% | +4.2% | +23.7% | +26.1% |
| YTD | +24.3% | +18.6% | +5.7% | +15.5% |
| 1Y | +79.2% | +31.3% | +47.9% | +56.3% |
| 3Y | +904.9% | +124.9% | +780.0% | +540.5% |
| All | +91.9% | +217.6% | -125.6% | +17.5% |
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