+43.7%
REPL vs ITUB
+107.4%
-63.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -7.0% |
| 7D | +5.3% | +3.7% | +1.6% | +4.2% |
| 30D | +66.6% | -24.9% | +91.6% | +77.5% |
| 3M | +59.6% | +0.8% | +58.8% | +54.7% |
| 6M | +482.4% | -6.6% | +489.0% | +475.7% |
| YTD | +124.1% | +7.8% | +116.3% | +109.5% |
| 1Y | +138.6% | +7.4% | +131.2% | +123.1% |
| 3Y | +96.0% | +78.8% | +17.3% | +58.3% |
| 5Y | -35.4% | +179.9% | -215.3% | -56.1% |
| All | +43.7% | +107.4% | -63.7% | +5.5% |
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