+16.8%
RF vs ITUB
+5.2%
+11.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +5.6% | -25.4% | +31.0% | +9.5% |
| 3M | -8.9% | -0.3% | -8.6% | -11.6% |
| 6M | +7.1% | -8.0% | +15.0% | +5.5% |
| YTD | +8.3% | +5.2% | +3.1% | +4.9% |
| 1Y | +16.8% | +7.4% | +9.4% | +12.9% |
| All | +16.8% | +5.2% | +11.6% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling