+203.4%
RSP vs ITUB
+219.0%
-15.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.3% |
| 7D | -3.1% | +1.0% | -4.1% | -3.4% |
| 30D | -3.4% | +10.7% | -14.1% | -5.8% |
| 3M | +3.6% | +10.1% | -6.4% | +1.0% |
| 6M | +9.0% | -0.1% | +9.1% | +8.4% |
| YTD | +12.2% | +18.4% | -6.2% | +6.9% |
| 1Y | +15.6% | +31.3% | -15.7% | +7.2% |
| 3Y | +51.6% | +124.6% | -73.0% | +21.8% |
| 5Y | +50.4% | +192.0% | -141.6% | +9.5% |
| All | +203.4% | +219.0% | -15.5% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling