+979.1%
RRX vs ITUB
+1,959.7%
-980.6%
-53.6%
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% | -0.1% |
| 7D | +4.3% | +8.2% | -4.0% | +1.8% |
| 30D | -8.0% | +4.7% | -12.7% | -9.4% |
| 3M | -22.0% | +13.0% | -35.0% | -24.9% |
| 6M | -11.9% | +4.2% | -16.1% | -12.8% |
| YTD | +17.1% | +18.6% | -1.5% | +11.5% |
| 1Y | +14.9% | +31.3% | -16.4% | +5.9% |
| 3Y | +6.9% | +124.9% | -118.0% | -17.6% |
| 5Y | +19.6% | +195.6% | -176.1% | -18.4% |
| 10Y | +215.9% | +196.4% | +19.6% | +95.5% |
| All | +979.1% | +1,959.7% | -980.6% | +268.1% |
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