+422.8%
ITUB vs RACE
+647.6%
-224.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.1% |
| 7D | +8.7% | -2.5% | +11.2% | +9.8% |
| 30D | -0.7% | +0.8% | -1.5% | -1.1% |
| 3M | +7.8% | +17.2% | -9.4% | +0.7% |
| 6M | -3.4% | +13.6% | -17.0% | -9.0% |
| YTD | +16.3% | +12.2% | +4.1% | +9.7% |
| 1Y | +29.8% | -16.3% | +46.1% | +36.3% |
| 3Y | +111.1% | +36.4% | +74.6% | +72.4% |
| 5Y | +173.6% | +95.0% | +78.6% | +83.3% |
| 10Y | +193.2% | +813.2% | -620.0% | -12.3% |
| All | +422.8% | +647.6% | -224.8% | +47.4% |
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