-12.7%
REPL vs ITUB
+127.8%
-140.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.7% | -11.1% | -9.2% |
| 7D | -13.4% | +1.0% | -14.4% | -13.7% |
| 30D | -3.0% | +10.7% | -13.7% | -6.1% |
| 3M | +56.3% | +10.1% | +46.3% | +51.8% |
| 6M | +60.9% | -0.1% | +61.0% | +58.8% |
| YTD | +36.2% | +18.4% | +17.8% | +27.2% |
| 1Y | +121.0% | +31.3% | +89.8% | +100.7% |
| 3Y | -32.8% | +124.6% | -157.4% | -48.2% |
| 5Y | -58.7% | +192.0% | -250.6% | -71.6% |
| All | -12.7% | +127.8% | -140.5% | -35.9% |
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