+1,219.6%
IWF vs ITUB
+1,959.7%
-740.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | +1.5% | +8.2% | -6.8% | -0.4% |
| 30D | -1.3% | +4.7% | -6.0% | -2.4% |
| 3M | +0.1% | +13.0% | -12.9% | -2.9% |
| 6M | +10.3% | +4.2% | +6.1% | +8.8% |
| YTD | +4.2% | +18.6% | -14.4% | -0.5% |
| 1Y | +9.3% | +31.3% | -21.9% | +1.9% |
| 3Y | +79.3% | +124.9% | -45.5% | +46.0% |
| 5Y | +73.8% | +195.6% | -121.8% | +29.1% |
| 10Y | +410.9% | +196.4% | +214.5% | +249.2% |
| All | +1,219.6% | +1,959.7% | -740.1% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling