+280.0%
RTX vs ITUB
+219.0%
+61.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | -11.2% | +10.7% | -21.9% | -13.8% |
| 3M | +12.0% | +10.1% | +2.0% | +8.8% |
| 6M | -3.6% | -0.1% | -3.4% | -4.2% |
| YTD | +9.2% | +18.4% | -9.2% | +3.2% |
| 1Y | +29.7% | +31.3% | -1.6% | +18.8% |
| 3Y | +152.0% | +124.6% | +27.3% | +93.7% |
| 5Y | +165.8% | +192.0% | -26.2% | +79.9% |
| All | +280.0% | +219.0% | +61.1% | +139.6% |
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