+208.2%
ITUB vs USFR
+28.1%
+180.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +12.6% | +0.4% | +12.3% | +11.7% |
| 3M | +6.4% | +1.0% | +5.4% | +4.0% |
| 6M | +0.6% | +2.0% | -1.4% | -3.7% |
| YTD | +18.8% | +2.8% | +16.1% | +11.9% |
| 1Y | +31.0% | +4.1% | +26.9% | +19.7% |
| 3Y | +118.1% | +14.1% | +103.9% | +60.7% |
| 5Y | +193.0% | +20.6% | +172.5% | +89.1% |
| All | +208.2% | +28.1% | +180.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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