+7.9%
RRX vs ITUB
+120.9%
-112.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -0.3% | +2.2% | -2.6% | -1.2% |
| 30D | -6.1% | +12.6% | -18.7% | -10.4% |
| 3M | -23.1% | +6.4% | -29.5% | -25.0% |
| 6M | -19.5% | +0.6% | -20.1% | -19.9% |
| YTD | +16.1% | +18.8% | -2.8% | +11.0% |
| 1Y | +12.9% | +31.0% | -18.1% | +5.0% |
| 3Y | +7.9% | +118.1% | -110.1% | -8.7% |
| All | +7.9% | +120.9% | -112.9% | -8.7% |
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