+170.5%
ITUB vs RACE
+717.8%
-547.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.5% |
| 7D | +1.1% | -4.0% | +5.1% | +2.6% |
| 30D | -25.4% | +3.5% | -29.0% | -26.4% |
| 3M | -0.3% | -0.4% | +0.1% | -0.4% |
| 6M | -8.0% | +23.2% | -31.1% | -15.5% |
| YTD | +5.2% | +11.0% | -5.8% | -0.1% |
| 1Y | +7.4% | -2.2% | +9.6% | +6.8% |
| 3Y | +74.5% | +22.5% | +52.0% | +50.8% |
| 5Y | +175.8% | +63.2% | +112.7% | +105.7% |
| All | +170.5% | +717.8% | -547.3% | +27.9% |
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