+162.9%
RTX vs ITUB
+186.4%
-23.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | +2.6% | -14.1% | -12.0% |
| 3M | +9.2% | +8.4% | +0.7% | +7.6% |
| 6M | -4.4% | -0.5% | -3.9% | -4.6% |
| YTD | +8.9% | +15.3% | -6.4% | +6.0% |
| 1Y | +32.1% | +28.7% | +3.4% | +26.3% |
| 3Y | +151.2% | +118.7% | +32.6% | +119.1% |
| 5Y | +162.9% | +182.7% | -19.8% | +109.6% |
| All | +162.9% | +186.4% | -23.5% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling