+267.4%
RTX vs ITUB
+175.8%
+91.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +4.8% | +1.9% | +2.9% | +4.3% |
| 30D | +6.5% | -22.2% | +28.7% | +12.3% |
| 3M | -9.6% | +2.7% | -12.3% | -12.2% |
| 6M | +12.3% | -3.0% | +15.3% | +10.5% |
| YTD | +9.5% | +7.5% | +1.9% | +3.9% |
| 1Y | +15.8% | +10.5% | +5.4% | +9.0% |
| 3Y | +157.0% | +81.0% | +76.0% | +105.6% |
| 5Y | +148.8% | +181.8% | -33.0% | +65.4% |
| All | +267.4% | +175.8% | +91.6% | +147.8% |
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