+92.0%
RIO vs ITUB
+185.6%
-93.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +2.5% | +10.1% | -7.5% | -0.7% |
| 6M | +10.8% | -0.1% | +10.9% | +10.3% |
| YTD | +30.5% | +18.4% | +12.0% | +23.7% |
| 1Y | +68.1% | +31.3% | +36.9% | +54.4% |
| 3Y | +94.0% | +124.6% | -30.6% | +50.1% |
| 5Y | +92.0% | +192.0% | -100.0% | +33.1% |
| All | +92.0% | +185.6% | -93.6% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling