+28.7%
ITUB vs RBA
-29.1%
+57.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | +2.6% | -13.0% | +15.5% | +4.3% |
| 3M | +8.4% | -23.1% | +31.5% | +10.8% |
| 6M | -0.5% | -22.6% | +22.0% | +0.8% |
| YTD | +15.3% | -20.4% | +35.7% | +17.5% |
| 1Y | +28.7% | -29.6% | +58.3% | +39.1% |
| All | +28.7% | -29.1% | +57.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling