+9.8%
ITUB vs RVTY
+74.0%
-64.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.7% |
| 7D | -1.6% | -3.6% | +1.9% | -0.9% |
| 30D | -26.6% | +1.4% | -28.0% | -26.9% |
| 3M | -11.1% | +43.2% | -54.3% | -17.3% |
| 6M | -13.1% | +84.5% | -97.6% | -24.5% |
| YTD | +3.9% | +65.2% | -61.3% | -8.2% |
| 1Y | +9.8% | +74.3% | -64.6% | -3.2% |
| All | +9.8% | +74.0% | -64.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling