+182.7%
ITUB vs RVTY
-34.2%
+216.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.2% | -2.3% |
| 7D | 0.0% | -5.4% | +5.4% | +1.0% |
| 30D | +2.6% | +6.7% | -4.2% | +1.3% |
| 3M | +8.4% | +19.0% | -10.6% | +4.9% |
| 6M | -0.5% | +34.6% | -35.2% | -6.3% |
| YTD | +15.3% | +28.3% | -13.0% | +9.3% |
| 1Y | +28.7% | +46.0% | -17.3% | +19.1% |
| 3Y | +118.7% | +16.9% | +101.8% | +106.7% |
| 5Y | +182.7% | -32.9% | +215.6% | +176.2% |
| All | +182.7% | -34.2% | +216.9% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling