+195.6%
ITUB vs RACE
+92.4%
+103.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.2% |
| 7D | +8.2% | -1.0% | +9.3% | +8.5% |
| 30D | +4.7% | -1.5% | +6.2% | +5.1% |
| 3M | +13.0% | +15.5% | -2.5% | +8.5% |
| 6M | +4.2% | +17.3% | -13.1% | -0.6% |
| YTD | +18.6% | +11.1% | +7.4% | +14.4% |
| 1Y | +31.3% | -14.3% | +45.5% | +34.5% |
| 3Y | +124.9% | +40.2% | +84.7% | +93.4% |
| 5Y | +195.6% | +92.6% | +103.0% | +131.3% |
| All | +195.6% | +92.4% | +103.2% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling