+1,348.2%
RMBS vs ITUB
+1,959.7%
-611.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +3.0% | +8.2% | -5.3% | 0.0% |
| 30D | -14.4% | +4.7% | -19.1% | -16.0% |
| 3M | -42.8% | +13.0% | -55.9% | -45.6% |
| 6M | -1.4% | +4.2% | -5.6% | -3.3% |
| YTD | -5.4% | +18.6% | -24.0% | -11.4% |
| 1Y | +18.6% | +31.3% | -12.7% | +7.1% |
| 3Y | +57.3% | +124.9% | -67.6% | +15.1% |
| 5Y | +265.7% | +195.6% | +70.1% | +132.2% |
| 10Y | +546.0% | +196.4% | +349.6% | +255.2% |
| All | +1,348.2% | +1,959.7% | -611.6% | +300.1% |
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 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