+189.4%
ITUB vs RNG
+305.9%
-116.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | +2.6% | +8.6% | -6.1% | +1.8% |
| 3M | +8.4% | +78.0% | -69.5% | +2.3% |
| 6M | -0.5% | +67.0% | -67.6% | -6.2% |
| YTD | +15.3% | +142.4% | -127.2% | +4.1% |
| 1Y | +28.7% | +120.4% | -91.7% | +17.1% |
| 3Y | +118.7% | +122.1% | -3.5% | +94.8% |
| 5Y | +182.7% | -69.8% | +252.5% | +196.9% |
| 10Y | +207.6% | +223.4% | -15.8% | +121.9% |
| All | +189.4% | +305.9% | -116.5% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling