+374.4%
ITUB vs RACE
+658.9%
-284.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +3.7% | +5.1% | -1.4% | +1.6% |
| 30D | -24.1% | +7.7% | -31.8% | -26.3% |
| 3M | -9.6% | +2.2% | -11.7% | -10.6% |
| 6M | -11.5% | +23.8% | -35.3% | -19.5% |
| YTD | +5.5% | +13.9% | -8.4% | -1.3% |
| 1Y | +9.9% | +3.8% | +6.1% | +6.6% |
| 3Y | +84.8% | +28.0% | +56.7% | +55.2% |
| 5Y | +182.6% | +64.9% | +117.7% | +106.0% |
| 10Y | +141.7% | +780.4% | -638.7% | -26.3% |
| All | +374.4% | +658.9% | -284.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling