+1,697.9%
ITUB vs RBA
+3,156.9%
-1,458.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | -22.2% | +8.3% | -30.5% | -24.8% |
| 3M | +2.7% | +10.5% | -7.8% | -1.8% |
| 6M | -3.0% | -5.9% | +2.9% | -2.4% |
| YTD | +7.5% | -6.9% | +14.4% | +7.9% |
| 1Y | +10.5% | -4.9% | +15.3% | +9.7% |
| 3Y | +81.0% | +64.5% | +16.5% | +39.6% |
| 5Y | +181.8% | +46.1% | +135.7% | +117.6% |
| 10Y | +170.2% | +208.2% | -38.1% | +32.9% |
| All | +1,697.9% | +3,156.9% | -1,458.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling