+144.7%
ITUB vs RACE
+738.3%
-593.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +5.5% | +3.9% | +1.6% | +4.0% |
| 30D | -25.6% | +7.4% | -33.0% | -27.5% |
| 3M | -4.7% | +1.6% | -6.3% | -5.5% |
| 6M | -8.6% | +23.3% | -31.9% | -16.2% |
| YTD | +7.9% | +14.7% | -6.7% | +1.3% |
| 1Y | +11.2% | +2.5% | +8.7% | +8.7% |
| 3Y | +82.6% | +28.0% | +54.7% | +55.2% |
| 5Y | +192.7% | +69.8% | +122.9% | +114.6% |
| 10Y | +144.7% | +734.9% | -590.2% | +2.7% |
| All | +144.7% | +738.3% | -593.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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