+186.2%
ITUB vs IFF
-35.8%
+222.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +12.6% | -0.3% | +12.9% | +12.7% |
| 3M | +6.4% | +8.4% | -2.0% | +4.4% |
| 6M | +0.6% | +23.0% | -22.4% | -4.2% |
| YTD | +18.8% | +25.5% | -6.6% | +12.3% |
| 1Y | +31.0% | +29.1% | +1.9% | +22.8% |
| 3Y | +118.1% | +31.7% | +86.4% | +100.7% |
| All | +186.2% | -35.8% | +222.0% | +206.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling