+208.2%
ITUB vs RJF
+429.3%
-221.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +3.6% |
| 30D | +12.6% | -4.3% | +16.9% | +15.0% |
| 3M | +6.4% | +15.7% | -9.3% | -1.3% |
| 6M | +0.6% | +17.8% | -17.2% | -7.6% |
| YTD | +18.8% | +9.2% | +9.7% | +12.7% |
| 1Y | +31.0% | +2.8% | +28.2% | +27.6% |
| 3Y | +118.1% | +69.5% | +48.6% | +57.7% |
| 5Y | +193.0% | +105.9% | +87.1% | +82.5% |
| All | +208.2% | +429.3% | -221.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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