+0.8%
RDW vs ITUB
+164.8%
-164.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -22.8% | +11.3% | -34.0% | -26.1% |
| 3M | -30.6% | +4.1% | -34.7% | -32.1% |
| 6M | +9.4% | +5.2% | +4.1% | +7.2% |
| YTD | +38.0% | +17.4% | +20.6% | +31.6% |
| 1Y | +20.7% | +31.5% | -10.8% | +11.0% |
| 3Y | +154.6% | +110.9% | +43.7% | +106.6% |
| 5Y | -1.7% | +185.3% | -187.0% | -24.5% |
| All | +0.8% | +164.8% | -164.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling