+216.5%
ITUB vs USFR
+27.6%
+188.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +2.6% | +0.3% | +2.3% | +2.3% |
| 3M | +8.4% | +1.0% | +7.4% | +7.5% |
| 6M | -0.5% | +1.9% | -2.5% | -2.2% |
| YTD | +15.3% | +2.7% | +12.6% | +12.7% |
| 1Y | +28.7% | +4.0% | +24.7% | +24.4% |
| 3Y | +118.7% | +14.0% | +104.6% | +94.9% |
| 5Y | +182.7% | +20.4% | +162.3% | +140.2% |
| 10Y | +207.6% | +28.0% | +179.6% | +151.2% |
| All | +216.5% | +27.6% | +188.9% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling