+1,844.4%
ITUB vs RVTY
+583.9%
+1,260.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +8.7% | +1.1% | +7.6% | +8.2% |
| 30D | -0.7% | +13.2% | -13.9% | -5.8% |
| 3M | +7.8% | +27.2% | -19.5% | -3.2% |
| 6M | -3.4% | +32.4% | -35.8% | -15.3% |
| YTD | +16.3% | +34.9% | -18.6% | +0.5% |
| 1Y | +29.8% | +52.4% | -22.5% | +5.8% |
| 3Y | +111.1% | +12.3% | +98.8% | +85.7% |
| 5Y | +173.6% | -30.8% | +204.4% | +183.6% |
| 10Y | +193.2% | +150.7% | +42.6% | +56.9% |
| All | +1,844.4% | +583.9% | +1,260.5% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling