-54.1%
REPL vs ITUB
+186.4%
-240.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | +5.7% | +2.6% | +3.1% | +4.9% |
| 3M | +56.4% | +8.4% | +48.0% | +53.4% |
| 6M | +67.4% | -0.5% | +68.0% | +65.7% |
| YTD | +48.7% | +15.3% | +33.4% | +40.9% |
| 1Y | +148.3% | +28.7% | +119.6% | +129.1% |
| 3Y | -26.7% | +118.7% | -145.3% | -38.7% |
| 5Y | -54.1% | +182.7% | -236.8% | -63.0% |
| All | -54.1% | +186.4% | -240.5% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling