+175.8%
ITUB vs RVTY
-11.6%
+187.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +1.1% | +4.1% | -3.0% | +0.4% |
| 30D | -25.4% | +1.3% | -26.7% | -25.8% |
| 3M | -0.3% | +33.3% | -33.6% | -5.5% |
| 6M | -8.0% | +58.3% | -66.3% | -15.6% |
| YTD | +5.2% | +62.7% | -57.5% | -4.5% |
| 1Y | +7.4% | +67.2% | -59.8% | -3.1% |
| 3Y | +74.5% | +87.3% | -12.8% | +52.7% |
| 5Y | +175.8% | -13.4% | +189.3% | +156.1% |
| All | +175.8% | -11.6% | +187.4% | +156.1% |
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