+186.2%
ITUB vs RJF
+104.0%
+82.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +3.2% |
| 30D | +12.6% | -4.3% | +16.9% | +14.3% |
| 3M | +6.4% | +15.7% | -9.3% | +0.7% |
| 6M | +0.6% | +17.8% | -17.2% | -5.5% |
| YTD | +18.8% | +9.2% | +9.7% | +14.4% |
| 1Y | +31.0% | +2.8% | +28.2% | +28.6% |
| 3Y | +118.1% | +69.5% | +48.6% | +70.4% |
| All | +186.2% | +104.0% | +82.1% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling