-53.9%
RUN vs ITUB
+9.0%
-62.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -0.2% |
| 7D | +18.5% | -1.6% | +20.1% | +19.3% |
| 30D | +15.5% | -26.6% | +42.1% | +32.1% |
| 3M | -20.3% | -11.1% | -9.2% | -19.8% |
| 6M | -30.8% | -13.1% | -17.7% | -29.5% |
| YTD | -52.2% | +3.9% | -56.1% | -56.2% |
| 1Y | -53.9% | +9.8% | -63.6% | -61.6% |
| All | -53.9% | +9.0% | -62.9% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling