+1,880.2%
ITUB vs IFF
+322.5%
+1,557.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +1.0% | -2.8% | +3.8% | +2.6% |
| 30D | +10.7% | -1.1% | +11.8% | +11.4% |
| 3M | +10.1% | +13.8% | -3.8% | +0.8% |
| 6M | -0.1% | +16.7% | -16.8% | -11.7% |
| YTD | +18.4% | +26.1% | -7.7% | -1.0% |
| 1Y | +31.3% | +33.5% | -2.2% | +5.0% |
| 3Y | +124.6% | +31.6% | +93.0% | +70.6% |
| 5Y | +192.0% | -34.9% | +226.8% | +221.8% |
| 10Y | +216.0% | -20.3% | +236.3% | +159.4% |
| All | +1,880.2% | +322.5% | +1,557.7% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling