+239.8%
RF vs ITUB
+154.1%
+85.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | 0.0% |
| 7D | +0.3% | +4.9% | -4.5% | -1.4% |
| 30D | +6.2% | -27.2% | +33.4% | +17.5% |
| 3M | -7.8% | -6.1% | -1.7% | -8.2% |
| 6M | +5.9% | -10.7% | +16.6% | +7.2% |
| YTD | +9.0% | +5.5% | +3.5% | +2.8% |
| 1Y | +19.3% | +7.8% | +11.4% | +11.2% |
| 3Y | +116.4% | +75.0% | +41.5% | +63.1% |
| 5Y | +46.0% | +178.6% | -132.5% | -13.4% |
| 10Y | +239.8% | +162.9% | +76.9% | +113.7% |
| All | +239.8% | +154.1% | +85.7% | +113.7% |
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