+208.2%
ITUB vs IFF
-20.3%
+228.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +3.3% |
| 30D | +12.6% | -0.3% | +12.9% | +12.7% |
| 3M | +6.4% | +8.4% | -2.0% | +3.1% |
| 6M | +0.6% | +23.0% | -22.4% | -7.3% |
| YTD | +18.8% | +25.5% | -6.6% | +8.2% |
| 1Y | +31.0% | +29.1% | +1.9% | +17.6% |
| 3Y | +118.1% | +31.7% | +86.4% | +88.8% |
| 5Y | +193.0% | -35.2% | +228.2% | +223.7% |
| All | +208.2% | -20.3% | +228.4% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling