+207.1%
ITUB vs RBA
+195.3%
+11.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | +1.0% | -3.3% | +4.3% | +1.7% |
| 30D | +10.7% | -9.8% | +20.5% | +13.0% |
| 3M | +10.1% | -23.5% | +33.5% | +15.7% |
| 6M | -0.1% | -21.5% | +21.4% | +4.3% |
| YTD | +18.4% | -21.2% | +39.6% | +23.2% |
| 1Y | +31.3% | -30.2% | +61.5% | +40.1% |
| 3Y | +124.6% | +25.3% | +99.3% | +107.6% |
| 5Y | +192.0% | +35.1% | +156.9% | +159.6% |
| All | +207.1% | +195.3% | +11.8% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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