+584.5%
RIO vs ITUB
+220.1%
+364.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.2% | +2.2% | -5.4% | -3.9% |
| 30D | +0.9% | +12.6% | -11.7% | -2.8% |
| 3M | -1.4% | +6.4% | -7.8% | -3.6% |
| 6M | +10.9% | +0.6% | +10.3% | +10.3% |
| YTD | +31.2% | +18.8% | +12.4% | +24.0% |
| 1Y | +67.9% | +31.0% | +36.9% | +53.8% |
| 3Y | +88.8% | +118.1% | -29.3% | +46.1% |
| 5Y | +93.1% | +193.0% | -99.9% | +32.7% |
| All | +584.5% | +220.1% | +364.4% | +332.8% |
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 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