+30.8%
RIO vs ITUB
+9.0%
+21.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | -11.6% | -26.6% | +15.0% | -5.4% |
| 3M | -12.7% | -11.1% | -1.6% | -12.8% |
| 6M | -12.4% | -13.1% | +0.7% | -12.0% |
| YTD | +11.0% | +3.9% | +7.1% | +8.3% |
| 1Y | +30.8% | +9.8% | +21.1% | +26.4% |
| All | +30.8% | +9.0% | +21.8% | +26.4% |
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 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