+1,882.6%
ITUB vs RJF
+2,636.9%
-754.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.5% |
| 7D | +8.2% | +1.8% | +6.5% | +7.2% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | +13.0% | +18.0% | -5.0% | +2.5% |
| 6M | +4.2% | +17.0% | -12.8% | -5.2% |
| YTD | +18.6% | +11.1% | +7.4% | +10.4% |
| 1Y | +31.3% | +8.0% | +23.3% | +23.8% |
| 3Y | +124.9% | +73.3% | +51.6% | +55.0% |
| 5Y | +195.6% | +107.4% | +88.2% | +76.4% |
| 10Y | +196.4% | +428.5% | -232.1% | -4.9% |
| All | +1,882.6% | +2,636.9% | -754.3% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling