+31.3%
ITUB vs RVTY
+43.1%
-11.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.1% | +3.2% |
| 7D | +1.0% | -7.4% | +8.4% | +2.5% |
| 30D | +10.7% | +4.5% | +6.2% | +9.7% |
| 3M | +10.1% | +19.5% | -9.4% | +5.8% |
| 6M | -0.1% | +34.1% | -34.2% | -7.2% |
| YTD | +18.4% | +25.3% | -6.8% | +11.1% |
| 1Y | +31.3% | +47.0% | -15.7% | +19.4% |
| All | +31.3% | +43.1% | -11.8% | +19.4% |
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