+1,919.6%
RIO vs ITUB
+1,959.7%
-40.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | -0.3% |
| 7D | +1.9% | +8.2% | -6.3% | -1.7% |
| 30D | +5.0% | +4.7% | +0.3% | +2.6% |
| 3M | +5.1% | +13.0% | -7.9% | -1.0% |
| 6M | +17.6% | +4.2% | +13.5% | +14.7% |
| YTD | +36.3% | +18.6% | +17.7% | +24.9% |
| 1Y | +71.2% | +31.3% | +39.9% | +49.2% |
| 3Y | +102.7% | +124.9% | -22.2% | +34.0% |
| 5Y | +99.6% | +195.6% | -96.0% | +9.7% |
| 10Y | +603.1% | +196.4% | +406.7% | +217.2% |
| All | +1,919.6% | +1,959.7% | -40.1% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling