-0.8%
REPL vs ITUB
+123.7%
-124.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -3.0% | +8.7% | -11.7% | -5.4% |
| 30D | +27.1% | -0.7% | +27.8% | +27.3% |
| 3M | +52.4% | +7.8% | +44.6% | +49.1% |
| 6M | +107.4% | -3.4% | +110.9% | +107.0% |
| YTD | +54.7% | +16.3% | +38.5% | +45.4% |
| 1Y | +158.9% | +29.8% | +129.0% | +136.2% |
| 3Y | -23.7% | +111.1% | -134.8% | -40.0% |
| 5Y | -54.3% | +173.6% | -227.9% | -68.0% |
| All | -0.8% | +123.7% | -124.5% | -26.8% |
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