+413.4%
IWF vs ITUB
+220.1%
+193.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.9% | +2.2% | -3.1% | -1.4% |
| 30D | -1.7% | +12.6% | -14.3% | -4.2% |
| 3M | +0.7% | +6.4% | -5.7% | -0.9% |
| 6M | +8.6% | +0.6% | +8.0% | +8.0% |
| YTD | +3.5% | +18.8% | -15.3% | -0.8% |
| 1Y | +7.0% | +31.0% | -24.0% | +0.3% |
| 3Y | +76.3% | +118.1% | -41.7% | +47.0% |
| 5Y | +74.8% | +193.0% | -118.3% | +33.4% |
| All | +413.4% | +220.1% | +193.3% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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