+186.1%
ITUB vs RACE
+65.0%
+121.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +3.7% | +5.1% | -1.4% | +2.4% |
| 30D | -24.1% | +7.7% | -31.8% | -25.5% |
| 3M | -9.6% | +2.2% | -11.7% | -10.2% |
| 6M | -11.5% | +23.8% | -35.3% | -16.8% |
| YTD | +5.5% | +13.9% | -8.4% | +1.1% |
| 1Y | +9.9% | +3.8% | +6.1% | +7.7% |
| 3Y | +84.8% | +28.0% | +56.7% | +63.7% |
| All | +186.1% | +65.0% | +121.1% | +122.7% |
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 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