+266.8%
RMBS vs ITUB
+186.2%
+80.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.8% | +2.2% | -0.4% | +1.0% |
| 30D | -13.9% | +12.6% | -26.5% | -17.5% |
| 3M | -39.8% | +6.4% | -46.2% | -41.4% |
| 6M | -6.0% | +0.6% | -6.6% | -6.7% |
| YTD | -5.4% | +18.8% | -24.2% | -10.6% |
| 1Y | -1.8% | +31.0% | -32.8% | -10.0% |
| 3Y | +53.7% | +118.1% | -64.4% | +22.4% |
| All | +266.8% | +186.2% | +80.7% | +168.8% |
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 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