+209.8%
RF vs ITUB
+169.9%
+39.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | +5.6% | -25.4% | +31.0% | +15.8% |
| 3M | -8.9% | -0.3% | -8.6% | -11.2% |
| 6M | +7.1% | -8.0% | +15.0% | +7.1% |
| YTD | +8.3% | +5.2% | +3.1% | +2.2% |
| 1Y | +16.8% | +7.4% | +9.4% | +9.0% |
| 3Y | +115.0% | +74.5% | +40.5% | +61.9% |
| 5Y | +46.4% | +175.8% | -129.4% | -13.1% |
| All | +209.8% | +169.9% | +39.9% | +91.4% |
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