+103.2%
REPL vs ITUB
+81.5%
+21.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.8% |
| 7D | +5.3% | +3.7% | +1.6% | +4.5% |
| 30D | +66.6% | -24.9% | +91.6% | +76.1% |
| 3M | +59.6% | +0.8% | +58.8% | +51.8% |
| 6M | +482.4% | -6.6% | +489.0% | +467.8% |
| YTD | +124.1% | +7.8% | +116.3% | +99.6% |
| 1Y | +138.6% | +7.4% | +131.2% | +112.3% |
| All | +103.2% | +81.5% | +21.7% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling