+182.7%
ITUB vs RRC
+154.4%
+28.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +2.6% | +3.6% | -1.0% | +2.2% |
| 3M | +8.4% | +8.8% | -0.4% | +7.3% |
| 6M | -0.5% | +0.8% | -1.3% | -1.0% |
| YTD | +15.3% | +19.0% | -3.7% | +12.3% |
| 1Y | +28.7% | +22.9% | +5.8% | +24.6% |
| 3Y | +118.7% | +32.3% | +86.3% | +107.2% |
| 5Y | +182.7% | +151.6% | +31.1% | +135.7% |
| All | +182.7% | +154.4% | +28.3% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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