+44.4%
REPL vs ITUB
+106.9%
-62.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +1.2% | +1.9% | -0.6% | +0.7% |
| 30D | +92.2% | -22.2% | +114.4% | +102.3% |
| 3M | +44.1% | +2.7% | +41.4% | +39.0% |
| 6M | +313.0% | -3.0% | +316.0% | +304.5% |
| YTD | +125.2% | +7.5% | +117.7% | +110.6% |
| 1Y | +143.8% | +10.5% | +133.3% | +125.8% |
| 3Y | +104.2% | +81.0% | +23.2% | +64.2% |
| 5Y | -34.5% | +181.8% | -216.4% | -55.7% |
| All | +44.4% | +106.9% | -62.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling