+1,702.7%
ITUB vs RBA
+3,174.7%
-1,472.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | -24.9% | +9.0% | -33.9% | -27.6% |
| 3M | +0.8% | +7.2% | -6.4% | -2.5% |
| 6M | -6.6% | -7.8% | +1.1% | -5.3% |
| YTD | +7.8% | -6.4% | +14.2% | +7.9% |
| 1Y | +7.4% | -4.2% | +11.5% | +6.3% |
| 3Y | +78.8% | +64.1% | +14.7% | +38.1% |
| 5Y | +179.9% | +48.4% | +131.5% | +114.6% |
| 10Y | +170.9% | +209.9% | -39.0% | +33.0% |
| All | +1,702.7% | +3,174.7% | -1,472.0% | +186.6% |
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