-80.7%
RUN vs ITUB
+185.6%
-266.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.7% | -3.3% |
| 7D | -3.4% | +1.0% | -4.3% | -3.8% |
| 30D | -14.0% | +10.7% | -24.7% | -18.2% |
| 3M | -27.5% | +10.1% | -37.5% | -31.4% |
| 6M | -29.0% | -0.1% | -28.8% | -29.3% |
| YTD | -53.1% | +18.4% | -71.5% | -56.7% |
| 1Y | -46.7% | +31.3% | -78.0% | -53.4% |
| 3Y | -38.3% | +124.6% | -162.9% | -56.7% |
| 5Y | -80.7% | +192.0% | -272.7% | -87.6% |
| All | -80.7% | +185.6% | -266.3% | -87.6% |
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