+87.7%
RIO vs ITUB
+120.1%
-32.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -5.0% |
| 7D | -3.4% | +1.0% | -4.3% | -3.7% |
| 30D | +0.6% | +10.7% | -10.1% | -2.7% |
| 3M | +2.5% | +10.1% | -7.5% | -0.9% |
| 6M | +10.8% | -0.1% | +10.9% | +10.1% |
| YTD | +30.5% | +18.4% | +12.0% | +24.0% |
| 1Y | +68.1% | +31.3% | +36.9% | +55.0% |
| All | +87.7% | +120.1% | -32.4% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling