+75.0%
IWF vs ITUB
+120.1%
-45.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | -1.8% | +10.7% | -12.6% | -4.2% |
| 3M | +1.5% | +10.1% | -8.6% | -1.0% |
| 6M | +7.7% | -0.1% | +7.8% | +7.2% |
| YTD | +2.7% | +18.4% | -15.7% | -1.8% |
| 1Y | +6.8% | +31.3% | -24.5% | -0.7% |
| All | +75.0% | +120.1% | -45.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling