+77.2%
ITUB vs RVTY
+88.5%
-11.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +1.1% | +4.1% | -3.0% | +0.3% |
| 30D | -25.4% | +1.3% | -26.7% | -25.8% |
| 3M | -0.3% | +33.3% | -33.6% | -6.0% |
| 6M | -8.0% | +58.3% | -66.3% | -16.4% |
| YTD | +5.2% | +62.7% | -57.5% | -5.6% |
| 1Y | +7.4% | +67.2% | -59.8% | -4.3% |
| All | +77.2% | +88.5% | -11.4% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling