+208.2%
ITUB vs RNG
+222.9%
-14.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +2.2% | -6.1% | +8.3% | +2.7% |
| 30D | +12.6% | +9.6% | +3.0% | +11.7% |
| 3M | +6.4% | +83.3% | -76.9% | +0.7% |
| 6M | +0.6% | +77.9% | -77.4% | -5.0% |
| YTD | +18.8% | +139.9% | -121.1% | +8.6% |
| 1Y | +31.0% | +121.7% | -90.6% | +20.3% |
| 3Y | +118.1% | +121.9% | -3.8% | +96.5% |
| 5Y | +193.0% | -68.4% | +261.4% | +205.0% |
| All | +208.2% | +222.9% | -14.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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