+40.3%
RUN vs ITUB
+220.1%
-179.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -3.7% | +2.2% | -5.9% | -4.6% |
| 30D | -13.0% | +12.6% | -25.6% | -17.1% |
| 3M | -31.8% | +6.4% | -38.2% | -33.9% |
| 6M | -32.2% | +0.6% | -32.8% | -32.6% |
| YTD | -53.5% | +18.8% | -72.3% | -56.5% |
| 1Y | -46.5% | +31.0% | -77.5% | -52.0% |
| 3Y | -37.6% | +118.1% | -155.7% | -53.7% |
| 5Y | -80.9% | +193.0% | -273.9% | -87.6% |
| All | +40.3% | +220.1% | -179.8% | -17.7% |
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